Convergence of recursive procedures with a random response time

DOI10.1007/BF01075124MaRDI QIDQ3716286zbMATH OpenFDO

Authors V. V. Anisimov, Z. P. Anisimova

Publication date 1985

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01075124

zbMATH Keywords

recursive stochastic algorithms

Mathematics Subject Classification ID

Stochastic approximation (62L20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Limit theorems in probability theory (60F99) Stopping times; optimal stopping problems; gambling theory (60G40) Algorithms in computer science (68W99)

Cites work

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• An invariance principle for the Robbins-Monro process in a Hilbert space
• Functional and random central limit theorems for the Robbins-Munro process

Cited in

(1)

• Diffusion approximation of nonhomogeneous switching processes and its application to rate of convergence analysis of computational procedures

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