Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
Open Access
- 1 January 1987
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 27, 217-231
- https://doi.org/10.1016/0304-4149(87)90039-1
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- A combined algorithm for identification and approximationActa Mathematicae Applicatae Sinica, English Series, 1987
- Necessary and sufficient conditions for the Robbins-Monro methodStochastic Processes and their Applications, 1984
- Stochastic approximation with dependent noiseStochastic Processes and their Applications, 1982
- Strong Convergence of a Stochastic Approximation AlgorithmThe Annals of Statistics, 1978
- A Stochastic Approximation MethodThe Annals of Mathematical Statistics, 1951