Strong convergence of a stochastic approximation algorithm

DOI10.1214/aos/1176344212zbMath0402.62060OpenAlexW1981220283MaRDI QIDQ1255745

Lennart Ljung

Publication date: 1978

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344212

zbMATH Keywords

Kiefer-Wolfowitz ProceduresRecursive Stochastic Approximation AlgorithmRobBins-MonroStrong Convergence

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic systems in control theory (general) (93E03)

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