Convergence of moments of the Robbins-Monro procedure

zbMath0335.62056MaRDI QIDQ1229534

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

Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20)

Related Items (5)

Criterion of existence of an optimal control for a class of linear stochastic systems ⋮ Stability in the first approximation for stochastic systems ⋮ The application of identification methods in the U. S. S. R. - a survey ⋮ Algebraic criterion for stochastic stability of linear systems with parametric action of the white noise type ⋮ Algebraic criterion for the stochastic stability of linear systems with the parametric action of correlated white noise

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