A Scaled Stochastic Approximation Algorithm
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Publication:4363611
DOI10.1287/mnsc.42.4.475zbMath0885.93058OpenAlexW2032483793MaRDI QIDQ4363611
Publication date: 12 November 1997
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.42.4.475
asymptotic normalityqueueing systemsstrong consistencystochastic approximation algorithmroot findingRobbins-Monro algorithmKesten's acceleration
Stochastic systems and control (93E99) Stochastic programming (90C15) Optimal stochastic control (93E20) Stochastic approximation (62L20)
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