Convergence of the Robbins-Monro process with small steps from below

DOI10.3103/S1063454112010050zbMath1311.93074MaRDI QIDQ2345959

T. P. Krasulina

Publication date: 21 May 2015

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic approximationregression functionRobbins-Monro process

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stochastic systems in control theory (general) (93E03)

Cites Work

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• On the one-sided convergence of the Robbins-Monro process with small steps
• A modified Robbins-Monro procedure approximating the zero of a regression function from below
• A probability estimate for not exceeding the unknown threshold by the Robbins-Monro algorithm
• Stochastic approximation

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