Asymptotic Behavior of Constrained Stochastic Approximations via the Theory of Large Deviations.
Interim technical rept.,
BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS
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This document describes a projected recursive or stochastic approximation algorithm which arises frequently in applications in control and communications theory. There is a sizeable literature concerning its asymptotic properties as epsilon approaching limit of o with epsilon sub n approaching limit of t or epsilon n approaching infinity. Keywords Convergence Asymptotic normality.
- Statistics and Probability