A stopped stochastic approximation algorithm

DOI10.1016/0167-6911(88)90083-7MaRDI QIDQ1107246zbMATH OpenOpenAlexFDO

Authors G. 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

ellipsoidal confidence regionmultidimensional Robbins-Monro stochastic approximation procedureroot of the regression functionweak convergence

Mathematics Subject Classification ID

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

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Cites work

• A Stochastic Approximation Method
• Asymptotic properties of least-squares estimates in stochastic regression models
• Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
• Estimation Following a Sequentially Designed Experiment
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• Local Convergence of Martingales and the Law of Large Numbers
• On a new stopping rule for stochastic approximation
• Stopping times for stochastic approximation procedures

Cited in

(8)

• A stopping rule for the Robbins-Monro method
• Some results about averaging in stochastic approximation
• Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces
• scientific article; zbMATH DE number 3874334 (Why is no real title available?)
• scientific article; zbMATH DE number 4085419 (Why is no real title available?)
• scientific article; zbMATH DE number 4108650 (Why is no real title available?)
• Non-asymptotic confidence bounds for stochastic approximation algorithms with constant step size
• A stopping rule for stochastic approximation

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