Stochastic approximation revisited
type: Item
instance of: scholarly article
title: Stochastic approximation revisited
zbMATH Open document ID: 0601.62102
DOI: 10.1016/0196-8858(86)90033-3
author: Aryeh Dvoretzky
published in: Advances in Applied Mathematics
publication date: 1986-01-01T00:00:00Z
review text: The author gives a simplified proof of an old and well-known result in the theory of stochastic approximation, due to himself [Proc. 3rd Berkeley Sympos. math. Statist. Probability 1, 39-55 (1956; Zbl 0072.347)]. This is one of the first results with an entirely ''pointwise'' proof, which is typical for many proofs in stochastic approximation nowadays.
Mathematics Subject Classification ID: 62L20
zbMATH DE Number: 3969940
zbMATH Keywords: strong law of large numbers
MaRDI profile type: Publication
full work available at URL: 0196-8858(86)90033-3
OpenAlex ID: W2006128327
cites work: Approximation Methods which Converge with Probability one
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description: scientific article; zbMATH DE number 3969940