Stochastic approximation with compound delayed observations (Q2574383): Difference between revisions
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Revision as of 07:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic approximation with compound delayed observations |
scientific article |
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Stochastic approximation with compound delayed observations (English)
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21 November 2005
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Summary: The Robbins-Monro stochastic approximation procedure is modified so as to be applicable in the presence of compound delayed observations. The efficiency of the modified procedure is investigated. The asymptotic values of the efficiency are compared with those obtained by an approximation based on geometric distribution.
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Robbins-Monro stochastic approximation
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root of an equation
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