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International Journal of Systems Science Volume 26, 1995 - Issue 3
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Original Articles

Stability and convergence of large-scale stochastic approximation procedures

G. S. LADDE Department of Mathematics, University of Texas at Arlington, Arlington, TX, 76019, U.S.A
&
BONITA A. LAWRENCE Division of Mathematics and Natural Sciences, North Carolina Wesleyan College, Rocky Mount, NC, 27804, U.S.A
Pages 595-618 | Received 25 Oct 1993, Published online: 16 May 2007

REFERENCES

  • LADDE , G. S. and LAKSHMIKANTHAM , V. , 1980 , Random Differential Inequalities ( New York Academic Press ).
  • LADDE , G. S. and SILJAK , D. D. , 1976 , International Journal of Systems Science , 6 , 713 ; 1990, IEEE Transactions on Automatic Control 35, 665 .
  • LAKSHMIKANTHAM , V. and LEELA , S. , 1969 , Differential and Integral Inequalities-Theory and Applications ( New York Academic Press ).
  • NEVELSON , M. B. and HASMINSKH. , R. Z. , 1973 , Approximation and Recursive Estimation , Vol. 47 ( Providence , Rhode Island , U.S.A . American Mathematical Society ).
  • SILJAK , D. D. , 1978 , Large-scale Dynamic Systems-Stability and Structure ( New York North-Holland ).
  • ROYDEN , H. L. , 1968 , Real Analysis ( New York Macmillan ).
  • WASAN , M. T. , 1969 , Stochastic Approximation ( Cambridge , U.K . Cambridge University Press ).
  • WILLIAMS , D. , 1991 , Probability with Martingales ( Cambridge , U.K . Cambridge University Press ).

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