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Stochastic Averaging in Discrete Time and its Applications to Extremum Seeking.
Shu-Jun Liu
Miroslav Krstic
Published in:
IEEE Trans. Autom. Control. (2016)
Keyphrases
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markov processes
optimal control problems
markov chain
monte carlo
stochastic processes
stochastic optimization
stochastic models
real time
data mining
machine learning
case study
markov process
stochastic nature