On the almost sure convergence of a general stochastic approximation procedure

DOI10.1017/S0004972700010236zbMath0589.62073OpenAlexW2122807840MaRDI QIDQ3718031

Steven N. Evans, Neville C. Weber

Publication date: 1986

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972700010236

zbMATH Keywords

conditional expectationsstrong convergence theorem

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic approximation (62L20)

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Cites Work

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• Stochastic approximation with dependent noise
• Almost sure convergence for the Robbins-Monro process
• Strong convergence of a stochastic approximation algorithm
• On a Class of Stochastic Approximation Processes
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• On Stochastic Approximations
• Experimental Determination of the Maximum of a Function
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method
• Approximation Methods which Converge with Probability one

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