Stochastic approximation and

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Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods: 94 (Probability Theory and Stochastic Modelling, 94)

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Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality

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Optimization and Learning via Stochastic Gradient Search

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Levy Matters III : Levy-Type Processes: Construction, Approximation and Sample Path Properties

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Approximations to Probabilistic Characteristics of Stochastic Differential Equations

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