On the choice of step size in the Robbins-Monro procedure
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Publication:1110965
DOI10.1016/0167-7152(88)90003-XzbMath0657.62094OpenAlexW1971045158MaRDI QIDQ1110965
Publication date: 1988
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(88)90003-x
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Cites Work
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- Stochastic approximation methods for constrained and unconstrained systems
- On Asymptotic Normality in Stochastic Approximation
- Asymptotic Distribution of Stochastic Approximation Procedures
- A limit theorem for the Robbins-Monro approximation
- A Stochastic Approximation Method
- Approximation Methods which Converge with Probability one
- On a Stochastic Approximation Method
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