On the one-sided convergence of the Robbins-Monro process with small steps

DOI10.3103/S1063454107040048zbMath1255.60045OpenAlexW2076422140MaRDI QIDQ946023

T. P. Krasulina

Publication date: 22 September 2008

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454107040048

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Estimation and detection in stochastic control theory (93E10) Strong limit theorems (60F15)

Related Items (1)

Convergence of the Robbins-Monro process with small steps from below

Cites Work

• A probability estimate for not exceeding the unknown threshold by the Robbins-Monro algorithm
• A Stochastic Approximation Method
• Unnamed Item

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