The Robbins-Monro process and the method of potential functions (Q2522813)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Robbins-Monro process and the method of potential functions |
scientific article |
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The Robbins-Monro process and the method of potential functions (English)
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1966
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The authors compare the affinity between the Robbins-Monro stochastic approximation process and the method of potential functions to solve an extremal problem for a parametric integral and conclude that they are overlapping techniques. The paper contains no proofs.
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Robbins-Monro stochastic approximation
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method of potential functions
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extremal problem for a parametric integral
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