On one-sided convergence of a modified stochastic approximation process

DOI10.1134/S0005117918020078MaRDI QIDQ1642039zbMATH OpenOpenAlexFDO

Authors T. P. Krasulina

Publication date 20 June 2018

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

Full work available at URL https://doi.org/10.1134/s0005117918020078

zbMATH Keywords

Anbar's processKroneker's lemmaone-sided convergenceslowly changing sequence of numbersstochastic approximation

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic systems in control theory (general) (93E03)

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Cites work

• A modified Robbins-Monro procedure approximating the zero of a regression function from below
• scientific article; zbMATH DE number 3560401 (Why is no real title available?)
• scientific article; zbMATH DE number 3439842 (Why is no real title available?)
• scientific article; zbMATH DE number 3237491 (Why is no real title available?)
• On the Law of the Iterated Logarithm in Stochastic Approximation Processes

Cited in

(1)

• On stochastic equation describing the one-sided moving average process and minimax estimation problem

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