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Avtomatika i Telemekhanika, 1978, Issue 2, Pages 83–92 (Mi at9660)  
Adaptive Systems

On convergence of the stochastic approximation method moments

M. B. Nevel'son

Moscow
Full-text PDF (1223 kB)
Abstract: General conditions are obtained which insure convergee of moments of differentorders for stochastic approximation which is a simple modification of the Robbins — Monro procedure to corresponding moments of the normal law. A similar result is obtained for a modification of the Venter adaptive procedure for which the limit normal law features minimal variance.

Received: 12.10.1976
Bibliographic databases:
Document Type: Article
UDC: 62-50
Language: Russian
Citation: M. B. Nevel'son, “On convergence of the stochastic approximation method moments”, Avtomat. i Telemekh., 1978, no. 2, 83–92; Autom. Remote Control, 39:2 (1978), 224–232
Citation in format AMSBIB
\Bibitem{Nev78}
\by M.~B.~Nevel'son
\paper On convergence of the stochastic approximation method moments
\jour Avtomat. i Telemekh.
\yr 1978
\issue 2
\pages 83--92
\mathnet{http://mi.mathnet.ru/at9660}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=506795}
\zmath{https://zbmath.org/?q=an:0422.62076}
\transl
\jour Autom. Remote Control
\yr 1978
\vol 39
\issue 2
\pages 224--232
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