The Robbins-Monro process and the method of potential functions

zbMath0142.15101MaRDI QIDQ2522813

M. A. Aĭzerman, L. I. Rozonoèr, Eh. M. Braverman

Publication date: 1966

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

Full work available at URL: http://mathnet.ru/eng/at/v26/i11/p1951

zbMATH Keywords

Robbins-Monro stochastic approximationmethod of potential functionsextremal problem for a parametric integral

Mathematics Subject Classification ID

Stochastic learning and adaptive control (93E35) Stochastic systems in control theory (general) (93E03)

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