%0 Journal Article
%T CONTINUOUS-TIME TWO-STEP STOCHASTIC APPROXIMATION PROCEDURE WITH VARYING TRUNCATIONS AND AN EXAMPLE OF APPLICATION<br>连续时间变界截尾的两步算法及它的一个应用
%A DENG SHU-HUI
%A <br>邓述慧
%J 系统科学与数学
%D 1985
%I 
%X A two-step procedure of continuous-time stochastic approximation with randomlyvarying truncations is considered for searching the extremum of a regression function.A priori requiring neither the boundedness of the estimates nor the existence of a Lia-punov function we prove the convergence of the procedure to the value sought for.Aproblem arising in the portfolio theory is illustrated as an example of possible applica-tions.
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=1845933C41058B1D0304DB17ECC4B969&yid=74E41645C164CD61&vid=94C357A881DFC066&iid=38B194292C032A66&sid=FA89360EB995A8AD&eid=1DF3F9D75A12D97B&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=0