On the choice of step size in the Robbins-Monro procedure

DOI10.1016/0167-7152(88)90003-XzbMath0657.62094OpenAlexW1971045158MaRDI QIDQ1110965

Larry Goldstein

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90003-x

zbMATH Keywords

Robbins-Monro procedureRates of convergencechoices of step sizes

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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Cites Work

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• Stochastic approximation methods for constrained and unconstrained systems
• On Asymptotic Normality in Stochastic Approximation
• Asymptotic Distribution of Stochastic Approximation Procedures
• A limit theorem for the Robbins-Monro approximation
• A Stochastic Approximation Method
• Approximation Methods which Converge with Probability one
• On a Stochastic Approximation Method

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