Dynamics of stochastic approximation algorithms

  • Michel Benaïm
Cours Spécialisés
Part of the Lecture Notes in Mathematics book series (LNM, volume 1709)

Abstract

These notes were written for a D.E.A. course given at Ecole Normale Supérieure de Cachan during the 1996–97 and 1997–98 academic years and at University Toulouse III during the 1997–98 academic year. Their aim is to introduce the reader to the dynamical system aspects of the theory of stochastic approximations.

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© Springer-Verlag 1999

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  • Michel Benaïm

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