On the probability of not exceeding a desired threshold by a stochastic approximation algorithm

MaRDI QIDQ1882207zbMATH OpenFDO

Authors T. P. Krasulina

Publication date 19 October 2004

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

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cited in

(1)

• A probability estimate for not exceeding the unknown threshold by the Robbins-Monro algorithm

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