Convergence of moments of the Robbins-Monro procedure

zbMATH Open0335.62056MaRDI QIDQ1229534FDOQ1229534

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

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