Strong Convergence of a Stochastic Approximation Algorithm
Open Access
- 1 May 1978
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 6 (3) , 680-696
- https://doi.org/10.1214/aos/1176344212
Abstract
Convergence with probability one of a recursive stochastic approximation algorithm is considered. Some extensions of previous results for the Robbins-Monro and the Kiefer-Wolfowitz procedures are given. An inportant feature of the approach taken here is that the convergence analysis can be directly extended to more complex algorithms.Keywords
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