Stochastic approximation with compound delayed observations (Q2574383)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic approximation with compound delayed observations |
scientific article |
Statements
Stochastic approximation with compound delayed observations (English)
0 references
21 November 2005
0 references
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.
0 references
Robbins-Monro stochastic approximation
0 references
root of an equation
0 references
