On the Stochastic Approximation Method of Robbins and Monro

DOI10.1214/AOMS/1177729391MaRDI QIDQ5816979zbMATH OpenOpenAlexWikidataFDO

Authors Jacob Wolfowitz

Publication date 1952

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177729391

zbMATH Keywords

probability theory

Cited in

(13)

• Solving deterministic problems by stochastic approximation
• A unified framework for stochastic optimization
• Signal recovery by stochastic optimization
• Quantile estimation with adaptive importance sampling
• Identification of human operator models by stochastic approximation
• On the computational methods in non-linear design of experiments
• scientific article; zbMATH DE number 3509632 (Why is no real title available?)
• Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence
• scientific article; zbMATH DE number 3272790 (Why is no real title available?)
• Stochastic algorithms for self-consistent calculations of electronic structures
• Blackbox simulation optimization
• NOISE-VQA: convergence and complexity analysis of variational quantum algorithms with finite-shot and biased oracles
• Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space

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