On the stochastic approximation method and optimal filtering theory

A Stochastic Approximation Method

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Optimality Of Monetary And Fiscal Policies In Iran: An Application Of The Stochastic Optimal Control Theory

Introduction to Stochastic Filtering Theory

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Learning Technique and the Stochastic Approximation Method

One of the main aims of contemporary theory o f a d a p t i v e , l e a r n i n g and s e l f l e a r n i n g systems i s the u n i f i c a t i o n o f the p r o b lems of a d a p t a t i o n , l e a r n i n g and s e l f l e a r n i n g from one p o i n t o f v i e w , i . e . t h e de t e r m i n a t i o n o f the a p p r o p r i a t e mathemat i c a l t echn ique which would be ab le to s o ...

Diffusion Approximation and Optimal Stochastic Control

In the paper a stochastic control model is studied, that admits a diffusion approximation. In the prelimit model the disturbances are given by noise processes of various types: additive stationary noise, rapidly oscillating processes, and discontinuous processes with large intensity for jumps of small size. We show that a feedback control, that satisfies a Lipschitz condition and is δ−optimal f...