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A Scaled Stochastic Approximation Algorithm - MaRDI portal

A Scaled Stochastic Approximation Algorithm (Q4363611)

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scientific article; zbMATH DE number 1085158
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A Scaled Stochastic Approximation Algorithm
scientific article; zbMATH DE number 1085158

    Statements

    A Scaled Stochastic Approximation Algorithm (English)
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    12 November 1997
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    root finding
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    stochastic approximation algorithm
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    strong consistency
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    asymptotic normality
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    Kesten's acceleration
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    Robbins-Monro algorithm
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    queueing systems
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