General convergence results for stochastic approximations via weak convergence theory

DOI10.1016/0022-247X(77)90133-0zbMATH Open0369.62097MaRDI QIDQ1243987FDOQ1243987

Authors: Harold J. Kushner 

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Cites Work

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• Stochastic Estimation of the Maximum of a Regression Function
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• Counterexamples to general convergence of a commonly used recursive identification method
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• Stochastic approximation algorithms for constrained optimization problems
• Stochastic Approximation Algorithms of the Multiplier Type for the Sequential Monte Carlo Optimization of Stochastic Systems

Cited In (10)

• Nonparametric relative recursive regression
• Stochastic adaptive control using a modified least squares algorithm
• Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations
• The stochastic approximation method for estimation of a distribution function
• Global stability of first-order methods for coercive tame functions
• Wear convergence of stochastic approximation processes with random indices
• Stochastic approximation with dependent noise
• Convergence rates for stochastic approximation: biased noise with unbounded variance, and applications
• Nonparametric relative recursive regression estimators for censored data
• Complete convergence of stochastic approximation algorithm in \(\mathbb{R}^d\) under random noises

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