On the Stochastic Approximation Method of Robbins and Monro
From MaRDI portal
Publication:5816979
DOI10.1214/aoms/1177729391zbMath0049.36505OpenAlexW2029961896WikidataQ101041848 ScholiaQ101041848MaRDI QIDQ5816979
Publication date: 1952
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177729391
Related Items (11)
Stochastic algorithms for self-consistent calculations of electronic structures ⋮ Quantile estimation with adaptive importance sampling ⋮ Signal recovery by stochastic optimization ⋮ Solving deterministic problems by stochastic approximation ⋮ Unnamed Item ⋮ A unified framework for stochastic optimization ⋮ On the Computational Methods in Non-linear Design of Experiments ⋮ Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space ⋮ Identification of human operator models by stochastic approximation ⋮ Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence ⋮ Unnamed Item
This page was built for publication: On the Stochastic Approximation Method of Robbins and Monro
