Stochastic approximation with dependent disturbances. I
The author studies a generalization of the Robbins-Monro procedure when disturbances satisfy a law of large numbers (strong or week) and proves convergence of this stochastic approximation procedure (accordingly, almost surely or in probability). The proofs of results are based on properties of deterministic iterative procedures for seeking zeros of the system of nonlinear equations.
generalization of the Robbins-Monro procedure
scientific article; zbMATH DE number 4050807