A Strong Approximation Theorem for Stochastic Recursive Algorithms

This publication has 11 references indexed in Scilit:

• Elements of Information Theory
  Published by Wiley ,2001
• Searching for the Best: Stochastic Approximation, Simulated Annealing and Related Procedures
  Published by Springer Nature ,1996
• Metropolis-Type Annealing Algorithms for Global Optimization in $\mathbb{R}^d $
  SIAM Journal on Control and Optimization, 1993
• Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
  SIAM Journal on Control and Optimization, 1991
• Ergodic control of multidimensional diffusions, II: Adaptive control
  Applied Mathematics & Optimization, 1990
• Convergent activation dynamics in continuous time networks
  Neural Networks, 1989
• Mimicking the one-dimensional marginal distributions of processes having an ito differential
  Probability Theory and Related Fields, 1986
• A remark on the attainable distributions of controlled diffusions
  Stochastics, 1986
• Statistics of Random Processes I
  Published by Springer Nature ,1977
• Bounds for the fundamental solution of a parabolic equation
  Bulletin of the American Mathematical Society, 1967