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[Lecture Notes in Control and Information Sciences] Stochastic Systems and Optimization Volume 136 || On adaptive control of continuous time linear stochastic systems

✍ Scribed by Zabczyk, Jerzy


Book ID
120401649
Publisher
Springer-Verlag
Year
1989
Weight
474 KB
Edition
1
Category
Article
ISBN-13
9783540516194

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[Lecture Notes in Control and Informatio
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Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fr