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Avtomatika i Telemekhanika, 2011, Issue 2, Pages 71–76 (Mi at1286)  
This article is cited in 2 scientific papers (total in 2 papers)

Topical issue

On the convergence of a stochastic approximation procedure for estimating the quantile criterion in the case of a discontinuous distribution function

Yu. S. Kan

Moscow Aviation Institute, Moscow, Russia
Full-text PDF (168 kB) Citations (2)
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Abstract: We study the almost surely convergence of a stochastic approximation procedure for the quantile criterion estimation. We take into account the case when the distribution function of the loss function has a discontinuity at a point coinciding with the quantile criterion value. We show that the procedure converges to the desired point under known standard assumptions with no additional constraints.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 15.06.2010
English version:
Automation and Remote Control, 2011, Volume 72, Issue 2, Pages 283–288
DOI: https://doi.org/10.1134/S000511791102007X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. S. Kan, “On the convergence of a stochastic approximation procedure for estimating the quantile criterion in the case of a discontinuous distribution function”, Avtomat. i Telemekh., 2011, no. 2, 71–76; Autom. Remote Control, 72:2 (2011), 283–288
Citation in format AMSBIB
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\paper On the convergence of a~stochastic approximation procedure for estimating the quantile criterion in the case of a~discontinuous distribution function
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  • https://www.mathnet.ru/eng/at/y2011/i2/p71
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    References:43
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