On a proof of Robbins-Monro algorithm (Q1117842)
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scientific article; zbMATH DE number 4093197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a proof of Robbins-Monro algorithm |
scientific article; zbMATH DE number 4093197 |
Statements
On a proof of Robbins-Monro algorithm (English)
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1990
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We point out that the main result in a previous paper of the author [ibid. 61, 473-486 (1989; Zbl 0644.90079)] is not new.
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supermartingales
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stochastic algorithm
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stationary points
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stochastic approximation
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gradient evaluations
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Monte Carlo simulations
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descent direction
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Robbins-Monro algorithms
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