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Avtomatika i Telemekhanika, 1980, Issue 12, Pages 72–75 (Mi at7244)  
Adaptive Systems

On a stochastic approximation method

T. P. Krasulina

Leningrad
Full-text PDF (546 kB)
Abstract: A modified Robbins — Monro procedure for estimating the root of a regression function is discussed. An almost sure convergence is proved and it is shown that procedure's coordinate with probability one overestimates the root of the regression function only finitely many times.

Received: 14.01.1980
Bibliographic databases:
Document Type: Article
UDC: 62-505
Language: Russian
Citation: T. P. Krasulina, “On a stochastic approximation method”, Avtomat. i Telemekh., 1980, no. 12, 72–75; Autom. Remote Control, 41:12 (1981), 1682–1684
Citation in format AMSBIB
\Bibitem{Kra80}
\by T.~P.~Krasulina
\paper On a stochastic approximation method
\jour Avtomat. i Telemekh.
\yr 1980
\issue 12
\pages 72--75
\mathnet{http://mi.mathnet.ru/at7244}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=649139}
\zmath{https://zbmath.org/?q=an:0464.62081}
\transl
\jour Autom. Remote Control
\yr 1981
\vol 41
\issue 12
\pages 1682--1684
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