About the averaging approach in Gaussian schemes for stochastic approximation

zbMath0798.62086MaRDI QIDQ1332122

Alain Le Breton

Publication date: 10 October 1994

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic optimalitycontinuous timemultistage algorithmsGaussian martingaleslinear stochastic approximation proceduresslowly varying gains

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Related Items (5)

Some results about averaging in stochastic approximation ⋮ The multivariate Révész's online estimator of a regression function and its averaging ⋮ A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm ⋮ Semimartingale stochastic approximation procedure and recursive estimation ⋮ On the almost sure asymptotic behaviour of stochastic algorithm

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