V. Ya. Katkovnik, O. Yu. Kulchitskii, V. E. Kheisin, “Approximation of solution of essentially monstationary stochastic extremal problems in continuous time. II. Convergence of algorithms”, Avtomat. i Telemekh., 1983, Issue 1,Pages <nobr>101

Adaptive Systems

Approximation of solution of essentially monstationary stochastic extremal problems in continuous time. II. Convergence of algorithms

V. Ya. Katkovnik, O. Yu. Kulchitskii, V. E. Kheisin

Leningrad

Abstract: A procedure is described of investigating the convergence of algorithms which follow the parametric paths of essentially nonstationary extremum drifts in stochastic problems. Examples of ways to generate algorithms and advice on choice of their parameters are given.

UDC: 62-506:518.5

Received: 07.08.1981