Avtomatika i Telemekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Avtomat. i Telemekh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

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
Linking options:
  • https://www.mathnet.ru/eng/at9660
  • https://www.mathnet.ru/eng/at/y1978/i2/p83
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024