On integer stochastic approximation

DOI10.21136/AM.1984.104107MaRDI QIDQ3718032zbMATH OpenOpenAlexFDO

Authors Ulrich Herkenrath, Vaclav Dupac

Publication date 1984

Full work available at URL https://eudml.org/doc/15368

zbMATH Keywords

integer stochastic approximationnonparametric proceduresRobbins-Monro type procedure

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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Cites work

• A stochastic approximation by observations on a discrete lattice using isotonic regression
• Non-Parametric Up-and-down Experimentation
• Stochastic approximation on a discrete set and the multi— armed
• The N-armed bandit with unimodal structure

Cited in

(2)

• Recursive estimates of quantile based on 0-1 observations
• Stochastic Simulation on Integer Constraint Sets

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