Convergence of stochastic algorithms: From the Kushner-Clark theorem to the Lyapounov functional method

Advances in Applied Probability

Volumn 28, Issue 4, 1996, Pages 1072-1094

  Fort, Jean Claude ^a,c   Pages, Gilles ^b,d,e  

^a UNIVERSITÉ DE LORRAINE   (France)

^b SORBONNE UNIVERSITÉ   (France)

^c University Paris I Sorbonne Panthéon   (France)

^d University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^e UNIVERSITÉ PARIS EST CRÉTEIL   (France)

Author keywords

Lyapounov functional; Ordinary differential equation; Stochastic algorithm

Indexed keywords

EID: 0000258953     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800027567     Document Type: Article

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