An Application of Chung's Lemma to the Kiefer-Wolfowitz Stochastic Approximation Procedure

DOI10.1214/AOMS/1177728277MaRDI QIDQ3239682zbMATH OpenOpenAlexWikidataFDO

Authors Cyrus Derman

Publication date 1956

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177728277

zbMATH Keywords

Statistics

Cited in

(7)

• scientific article; zbMATH DE number 3206654 (Why is no real title available?)
• Stopping rules for optimization algorithms based on stochastic approximation
• scientific article; zbMATH DE number 3359655 (Why is no real title available?)
• On the life and work of Cyrus Derman
• scientific article; zbMATH DE number 3272790 (Why is no real title available?)
• Derivative-free optimization methods
• Asymptotic behavior for the Robbins-Monro process

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