On the Convergence of Certain Recursive Algorithms
Lennart Ljung · Lund University Publications (Lund University) · 1975
C,onvengence with¡ probability one of a necr.¡nsiveal"gonithn of stod¡astíc apprlo- xi¡natíon t1pe is cørsidered.Sorc extensions of pneviors nesults fon the Rob- bins-Monrrc ar¡d the Kiefe¡r-!,lolfor^rÍtzpnocedrr:res are given.An iÍPotrtant featr¡ne of the appnoacTr taken hene, is that ttre convergence analysis can be dinectly extended to rcre conplex algonitluns. A16 ClassÍficatíon No. 62L20