A stopped stochastic approximation algorithm

DOI10.1016/0167-6911(88)90083-7zbMath0652.62082OpenAlexW1986077525MaRDI QIDQ1107246

G. George Yin

Publication date: 1988

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(88)90083-7

zbMATH Keywords

weak convergenceellipsoidal confidence regionmultidimensional Robbins-Monro stochastic approximation procedureroot of the regression function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (3)

Some results about averaging in stochastic approximation ⋮ A stopping rule for stochastic approximation ⋮ A stopping rule for the Robbins-Monro method

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic properties of least-squares estimates in stochastic regression models
• Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
• On a new stopping rule for stochastic approximation
• Estimation Following a Sequentially Designed Experiment
• Local Convergence of Martingales and the Law of Large Numbers
• Stopping times for stochastic approximation procedures
• A Stochastic Approximation Method

This page was built for publication: A stopped stochastic approximation algorithm