Asymptotically efficient adaptive control in stochastic regression models

1986 Advances in Applied Mathematics 59 citations

Keywords

MathematicsMartingale (probability theory)Rate of convergenceLyapunov functionStochastic approximationConvergence (economics)Estimation theoryConvergence of random variablesDynamical systems theoryStrong consistencyApplied mathematicsMathematical optimizationEstimatorAsynchronous communicationAlgorithmComputer scienceStatisticsNonlinear systemRandom variable

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Year
1986
Type
article
Volume
7
Issue
1
Pages
23-45
Citations
59
Access
Closed

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Tze Leung Lai (1986). Asymptotically efficient adaptive control in stochastic regression models. Advances in Applied Mathematics , 7 (1) , 23-45. https://doi.org/10.1016/0196-8858(86)90004-7

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DOI
10.1016/0196-8858(86)90004-7