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Teoriya Veroyatnostei i ee Primeneniya, 1965, Volume 10, Issue 2, Pages 297–300
(Mi tvp523)
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This article is cited in 80 scientific papers (total in 80 papers)
On the stochastic approximation
E. G. Gladyshev Moscow
Abstract:
Using the theory of semimartingal an extention of the well known results oils Robbins–Monro's stochastic approximation method is given. The obtained results. are applied to the least-squares method.
Citation:
E. G. Gladyshev, “On the stochastic approximation”, Teor. Veroyatnost. i Primenen., 10:2 (1965), 297–300; Theory Probab. Appl., 10:2 (1965), 275–278
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https://www.mathnet.ru/eng/tvp523 https://www.mathnet.ru/eng/tvp/v10/i2/p297
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Abstract page: | 849 | Full-text PDF : | 425 | First page: | 4 |
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