Stopping times for stochastic approximation procedures

DOI10.1007/BF00533961MaRDI QIDQ5656269zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Stochastic approximation (62L20) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15)

Cites work

• scientific article; zbMATH DE number 3459735 (Why is no real title available?)
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• A Stochastic Approximation Method
• An Extension of the Robbins-Monro Procedure
• Approximation Methods which Converge with Probability one
• Asymptotic Distribution of Stochastic Approximation Procedures
• Methods of stochastic approximation
• On a Class of Stochastic Approximation Processes
• On the Strong Law of Large Numbers and the Central Limit Theorem for Martingales

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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