Pages that link to "Item:Q1263202"
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The following pages link to A stopping rule for the Robbins-Monro method (Q1263202):
Displaying 9 items.
- Recursive algorithms for trailing stop: Stochastic approximation approach (Q711707) (← links)
- Identification error bounds and asymptotic distributions for systems with structural uncertainties (Q863000) (← links)
- A stopping rule for stochastic approximation (Q900181) (← links)
- On H-valued Robbins-Monro processes (Q915322) (← links)
- How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths (Q1016349) (← links)
- Some results about averaging in stochastic approximation (Q1902154) (← links)
- Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions (Q2089787) (← links)
- A Resampling-Based Stochastic Approximation Method for Analysis of Large Geostatistical Data (Q4916950) (← links)
- The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence (Q5097016) (← links)