Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence

This publication has 6 references indexed in Scilit:

• On the Weak Convergence of a Sequence of General Stochastic Difference Equations to a Diffusion
  SIAM Journal on Applied Mathematics, 1981
• A projected stochastic approximation method for adaptive filters and identifiers
  IEEE Transactions on Automatic Control, 1980
• Averaging Methods for the Asymptotic Analysis of Learning and Adaptive Systems, with Small Adjustment Rate.
  Published by Defense Technical Information Center (DTIC) ,1980
• Stochastic Approximation Methods for Constrained and Unconstrained Systems
  Published by Springer Nature ,1978
• Analysis of recursive stochastic algorithms
  IEEE Transactions on Automatic Control, 1977
• Application of Learning Automata to Telephone Traffic Routing and Control
  IEEE Transactions on Systems, Man, and Cybernetics, 1977