Stopping times for stochastic approximation procedures
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Publication:5656269
DOI10.1007/BF00533961zbMATH Open0244.62062OpenAlexW2004134002MaRDI QIDQ5656269FDOQ5656269
Authors: 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
Stochastic approximation (62L20) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15)
Cites Work
- A Stochastic Approximation Method
- Title not available (Why is that?)
- Title not available (Why is that?)
- An Extension of the Robbins-Monro Procedure
- Asymptotic Distribution of Stochastic Approximation Procedures
- Approximation Methods which Converge with Probability one
- On a Class of Stochastic Approximation Processes
- On the Strong Law of Large Numbers and the Central Limit Theorem for Martingales
- Methods of stochastic approximation
Cited In (8)
- Approximation of the initial reserve for known ruin probabilities
- On a new stopping rule for stochastic approximation
- Wear convergence of stochastic approximation processes with random indices
- A stopping rule for stochastic approximation
- A stopped stochastic approximation algorithm
- Fixed-width interval estimation of the minimum point of a regression function based on the Kiefer-Wolfowitz procedure
- Design issues for generalized linear models: a review
- Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions
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