Stochastic approximation methods for constrained and unconstrained systems. (English) Zbl 0381.60004

Applied Mathematical Sciences. 26. New York - Heidelberg - Berlin: Springer-Verlag. X, 261 p. DM 19.60; $ 9.80 (1978).


60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
62L20 Stochastic approximation
93E10 Estimation and detection in stochastic control theory
41A65 Abstract approximation theory (approximation in normed linear spaces and other abstract spaces)
34F05 Ordinary differential equations and systems with randomness