A Stochastic Approximation Method

DOI10.1214/aoms/1177729586zbMath0054.05901OpenAlexW1994616650WikidataQ56431135 ScholiaQ56431135MaRDI QIDQ5825431

Herbert Robbins, Sutton Monro

Publication date: 1951

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

Full work available at URL: https://doi.org/10.1214/aoms/1177729586

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Stochastic approximation (62L20)