One-sided convergence of the Robbins-Monro process

MaRDI QIDQ1098528zbMATHFDO

Authors T. P. Krasulina

Publication date 1985

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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• A probability estimate for not exceeding the unknown threshold by the Robbins-Monro algorithm
• Necessary and sufficient conditions for the Robbins-Monro method
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• General non-asymptotic estimates of the rate of convergence of iterative stochastic algorithms
• Convergence of a Robbins-Monro Algorithm for Recursive Estimation with Non-Monotone Weights for a Function with a Restricted Domain and Multiple Zeros
• On one-sided convergence of a modified stochastic approximation process
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