Stochastic approximation revisited

DOI10.1016/0196-8858(86)90033-3MaRDI QIDQ1081260zbMATH OpenOpenAlexFDO

Authors Aryeh Dvoretzky

Publication date 1986

Published in Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0196-8858(86)90033-3

zbMATH Keywords

strong law of large numbers

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Review text

The author gives a simplified proof of an old and well-known result in the theory of stochastic approximation, due to himself [Proc. 3rd Berkeley Sympos. math. Statist. Probability 1, 39-55 (1956; Zbl 0072.347)]. This is one of the first results with an entirely pointwise proof, which is typical for many proofs in stochastic approximation nowadays.

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Cites work

• A Stochastic Approximation Method
• Approximation Methods which Converge with Probability one
• scientific article; zbMATH DE number 3121164 (Why is no real title available?)
• scientific article; zbMATH DE number 3449561 (Why is no real title available?)
• On Dvoretzky's Stochastic Approximation Theorem
• On Stochastic Approximation Methods
• Stochastic Estimation of the Maximum of a Regression Function

Cited in

(9)

• A stochastic Remes algorithm
• Algorithms for Kullback-Leibler approximation of probability measures in infinite dimensions
• On integer stochastic approximation
• On the Lock-in Probability of Stochastic Approximation
• Rapprochement between bounded‐error and stochastic estimation theory
• Random Directions Stochastic Approximation With Deterministic Perturbations
• A New Approach to the Stochastic Recovery Problem
• Stochastic approximation
• Central limit theorems for stochastic gradient descent with averaging for stable manifolds

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