Stochastic approximation on a discrete set and the multi— armed

DOI10.1080/07474948208836002zbMath0483.62071OpenAlexW2034394522MaRDI QIDQ3942257

Ulrich Herkenrath, Vaclav Dupac

Publication date: 1982

Published in: Communications in Statistics. Part C: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948208836002

zbMATH Keywords

Kiefer-Wolfowitz-proceduremulti-dimensional generalizationsRobbins-Monro-procedures

Mathematics Subject Classification ID

Stochastic approximation (62L20) Sequential statistical design (62L05)

Related Items (3)

Discrete variable stochastic approximation procedures and recursive autoregressive model identification ⋮ On integer stochastic approximation ⋮ A PAC algorithm in relative precision for bandit problem with costly sampling

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