A Scaled Stochastic Approximation Algorithm

DOI10.1287/MNSC.42.4.475zbMath0885.93058OpenAlexW2032483793MaRDI QIDQ4363611

Sigrún Andradóttir

Publication date: 12 November 1997

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.42.4.475

zbMATH Keywords

asymptotic normalityqueueing systemsstrong consistencystochastic approximation algorithmroot findingRobbins-Monro algorithmKesten's acceleration

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Stochastic programming (90C15) Optimal stochastic control (93E20) Stochastic approximation (62L20)

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