Convergence of recursive procedures with a random response time

DOI10.1007/BF01075124zbMath0588.68011MaRDI QIDQ3716286

Z. P. Anisimova, Vladimir V. Anisimov

Publication date: 1985

Published in: Cybernetics (Search for Journal in Brave)

zbMATH Keywords

recursive stochastic algorithms

Mathematics Subject Classification ID

Stochastic approximation (62L20) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Limit theorems in probability theory (60F99) Algorithms in computer science (68W99)

Related Items (1)

Diffusion approximation of nonhomogeneous switching processes and its application to rate of convergence analysis of computational procedures

Cites Work

• An invariance principle for the Robbins-Monro process in a Hilbert space
• Functional and random central limit theorems for the Robbins-Munro process
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