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Avtomatika i Telemekhanika, 2005, Issue 3, Pages 91–96 (Mi at1343)  
This article is cited in 3 scientific papers (total in 3 papers)

Adaptive and Robust Systems

A probability estimate for not exceeding the unknown threshold by the Robbins–Monro algorithm

T. P. Krasulina, Yu. O. Yatel

Saint-Petersburg State University
Full-text PDF (172 kB) Citations (3)
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Abstract: The one-sided convergence of the modified Robbins–Monro process is studied [1]. A method for choosing the algorithm constants is designed such that the probability for not exceeding the unknown root of the regression equation is arbitrarily close to 1.
Presented by the member of Editorial Board: A. V. Nazin

Received: 19.03.2004
English version:
Automation and Remote Control, 2005, Volume 66, Issue 3, Pages 422–426
DOI: https://doi.org/10.1007/s10513-005-0071-8
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: T. P. Krasulina, Yu. O. Yatel, “A probability estimate for not exceeding the unknown threshold by the Robbins–Monro algorithm”, Avtomat. i Telemekh., 2005, no. 3, 91–96; Autom. Remote Control, 66:3 (2005), 422–426
Citation in format AMSBIB
\Bibitem{KraYat05}
\by T.~P.~Krasulina, Yu.~O.~Yatel
\paper A~probability estimate for not exceeding the unknown threshold by the Robbins--Monro algorithm
\jour Avtomat. i Telemekh.
\yr 2005
\issue 3
\pages 91--96
\mathnet{http://mi.mathnet.ru/at1343}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2136295}
\zmath{https://zbmath.org/?q=an:1065.62145}
\transl
\jour Autom. Remote Control
\yr 2005
\vol 66
\issue 3
\pages 422--426
\crossref{https://doi.org/10.1007/s10513-005-0071-8}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-17144428088}
Linking options:
  • https://www.mathnet.ru/eng/at1343
  • https://www.mathnet.ru/eng/at/y2005/i3/p91
    • This publication is cited in the following 3 articles:
    1. Krasulina T.P., “O skhodimosti snizu protsessa robbinsa monro pri malykh shagakh”, Vestnik Sankt-Peterburgskogo universiteta. Seriya 1: Matematika. Mekhanika. Astronomiya, 2012, no. 1, 31–34  mathscinet  zmath  elib
    2. T. P. Krasulina, “Convergence of the Robbins-Monro process with small steps from below”, Vestnik St.Petersb. Univ.Math., 45:1 (2012), 26  crossref
    3. T. P. Krasulina, “On the one-sided convergence of the Robbins-Monro process with small steps”, Vestnik St.Petersb. Univ.Math., 40:4 (2007), 273  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Full-text PDF :81
    References:48
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