Convergence of moments of the Robbins-Monro procedure

MaRDI QIDQ1229534zbMATHFDO

Authors M. B. Nevel'son, R. Z. Khas'minskiĭ

Publication date 1973

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

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20)

Cited in

(5)

• Algebraic criterion for the stochastic stability of linear systems with the parametric action of correlated white noise
• Criterion of existence of an optimal control for a class of linear stochastic systems
• Algebraic criterion for stochastic stability of linear systems with parametric action of the white noise type
• The application of identification methods in the U. S. S. R. - a survey
• Stability in the first approximation for stochastic systems

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