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Stochastic approximation with state-dependent noise 期刊论文
SCIENCE IN CHINA SERIES E-TECHNOLOGICAL SCIENCES, 2000, 卷号: 43, 期号: 5, 页码: 531-541
作者:  Chen, HF
收藏  |  浏览/下载:16/0  |  提交时间:2018/07/30
Multi-dimensional geometric Brownian motions, Onsager-Machlup functions, and applications to mathematical finance 期刊论文
ACTA MATHEMATICA SCIENTIA, 2000, 卷号: 20, 期号: 3, 页码: 341-358
作者:  Hu, YZ
收藏  |  浏览/下载:12/0  |  提交时间:2015/12/01
Pole assignment for stochastic systems with unknown coefficients 期刊论文
SCIENCE IN CHINA SERIES E-TECHNOLOGICAL SCIENCES, 2000, 卷号: 43, 期号: 3, 页码: 313-323
作者:  Chen, HF;  Cao, XR
收藏  |  浏览/下载:11/0  |  提交时间:2018/07/30
Stability and instability of limit points for stochastic approximation algorithms 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2000, 卷号: 45, 期号: 3, 页码: 413-420
作者:  Fang, HT;  Chen, HF
收藏  |  浏览/下载:9/0  |  提交时间:2018/07/30
Almost surely convergent global optimization algorithm using noise-corrupted observations 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2000, 卷号: 104, 期号: 2, 页码: 343-376
作者:  Fang, HT;  Chen, HF
收藏  |  浏览/下载:7/0  |  提交时间:2018/07/30
Central limit theorems for stochastic optimization algorithms using infinitesimal perturbation analysis 期刊论文
DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS, 2000, 卷号: 10, 期号: 1-2, 页码: 5-32
作者:  Tang, QY;  L'Ecuyer, P;  Chen, HF
收藏  |  浏览/下载:8/0  |  提交时间:2018/07/30


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