One-sided convergence of the Robbins-Monro process

zbMATH Open0637.62077MaRDI QIDQ1098528FDOQ1098528

T. P. Krasulina

Publication date: 1985

Published in: Automation and Remote Control (Search for Journal in Brave)

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zbMATH Keywords

almost sure convergenceestimation of roots of regression functionsmodified Robbins-Monro processone-sided convergence

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cited In (13)

• Title not available (Why is that?)
• A probability estimate for not exceeding the unknown threshold by the Robbins-Monro algorithm
• On one-sided convergence of a modified stochastic approximation process
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• Convergence of a Robbins-Monro Algorithm for Recursive Estimation with Non-Monotone Weights for a Function with a Restricted Domain and Multiple Zeros
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• General non-asymptotic estimates of the rate of convergence of iterative stochastic algorithms
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• Necessary and sufficient conditions for the Robbins-Monro method
• Estimating conditional quantiles at the root of a regression function
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