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

DOI10.1007/S10513-005-0071-8MaRDI QIDQ2487557zbMATH OpenOpenAlexFDO

Authors T. P. Krasulina, Yu. O. Yatel

Publication date 8 August 2005

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

Full work available at URL https://doi.org/10.1007/s10513-005-0071-8

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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Cites work

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(4)

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• On the one-sided convergence of the Robbins-Monro process with small steps

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