Stopping times for stochastic approximation procedures

DOI10.1007/BF00533961zbMath0244.62062MaRDI QIDQ5656269

Robert L. Jun. Sielken

Publication date: 1973

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533961

Mathematics Subject Classification ID

62L20: Stochastic approximation

65L15: Numerical solution of eigenvalue problems involving ordinary differential equations

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Design issues for generalized linear models: a review, A stopping rule for stochastic approximation, Approximation of the initial reserve for known ruin probabilities, A stopped stochastic approximation algorithm, Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure, Wear convergence of stochastic approximation processes with random indices, On a new stopping rule for stochastic approximation

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