MINISYMPOSIUM 3

DOI10.1002/ZAMM.19930730702MaRDI QIDQ4295074zbMATH OpenOpenAlexFDO

Authors Rainer Schwabe

Publication date 4 July 1994

Published in ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/zamm.19930730702

zbMATH Keywords

extremanoisy functionsrecursive estimation schemesRobbins-Monro processrootsstabilitystochastic approximation

Mathematics Subject Classification ID

Stochastic approximation (62L20) Probabilistic methods, stochastic differential equations (65C99) Numerical smoothing, curve fitting (65D10)

Recommendations

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Cited in

(8)

• How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
• On a continuous time stochastic approximation problem
• Weighted averaging and stochastic approximation
• On recursive estimation for hidden Markov models
• On a stochastic approximation procedure based on averaging
• On Interior Logarithmic Smoothing and Strongly Stable Stationary Points
• scientific article; zbMATH DE number 718744 (Why is no real title available?)
• Stochastic perturbations and smooth condition numbers

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