Local convergence theorems for adaptive stochastic approximation schemes

DOI10.1073/PNAS.76.7.3065MaRDI QIDQ3049711zbMATH OpenOpenAlexWikidataFDO

Authors Tze Leung Lai, Herbert Robbins

Publication date 1979

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://europepmc.org/articles/pmc383763

zbMATH Keywords

adaptive stochastic approximation schemeslocal convergence theoremsregression model

Mathematics Subject Classification ID

General nonlinear regression (62J02) Sequential estimation (62L12) Stochastic approximation (62L20)

Cited in

(2)

• Iterated least squares in multiperiod control
• Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes

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