A stopped stochastic approximation algorithm

DOI10.1016/0167-6911(88)90083-7zbMath0652.62082OpenAlexW1986077525MaRDI QIDQ1107246

G. George Yin

Publication date: 1988

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(88)90083-7

zbMATH Keywords

weak convergenceellipsoidal confidence regionmultidimensional Robbins-Monro stochastic approximation procedureroot of the regression function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items

Some results about averaging in stochastic approximation ⋮ A stopping rule for stochastic approximation ⋮ A stopping rule for the Robbins-Monro method

Cites Work

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