On the rate of convergence of the Robbins-Monro method

DOI10.1007/BF00533334zbMath0238.62043OpenAlexW2363903143MaRDI QIDQ5649278

János Komlós, Pál Révész

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533334

Mathematics Subject Classification ID

Parametric inference (62F99)

Related Items (2)

On H-valued Robbins-Monro processes ⋮ Exponential bounds in stochastic approximation procedures

Cites Work

• Asymptotic Distribution of Stochastic Approximation Procedures
• A Stochastic Approximation Method
• Approximation Methods which Converge with Probability one
• On a Stochastic Approximation Method
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