Time-Dependent Stochastic Approximations with Application to Control and Performance Evaluation.

Abstract

The main results obtained to date of the research sponsored by this grant are results about the consistency of concave and monotone regressions, a sharpening of some results in stochastic approximation, some simulation work comparing the Robbins-Monro method with several methods using monotone regression, and some results in utility theory involving risk aversion. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1972
Accession Number
AD0748288

Entities

People

  • David L. Hanson

Organizations

  • University of Missouri

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Consistency
  • Game Theory
  • Interdisciplinary Science
  • Mathematics
  • Simulations
  • Test And Evaluation

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.
  • Technical Research and Report Writing.