An adaptive Robbins-Monro procedure

zbMath0293.62024MaRDI QIDQ1212324

M. B. Nevel'son, Rafail Z. Khasminskii

Publication date: 1973

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation and detection in stochastic control theory (93E10) Stochastic approximation (62L20)

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A stochastic Remes algorithm

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