Strong Convergence of a Stochastic Approximation Algorithm
1976 (English)Report (Other academic)
Convergence with probability one of a recursive stochastic approximation algorithm is considered. Some extensions of previous results for the Robbins-Monro and the Kiefer-Wolfowitz procedures are given. An inportant feature of the approach taken here is that the convergence analysis can be directly extended to more complex algorithms.
Place, publisher, year, edition, pages
Linköping: Linköping University , 1976.
LiTH-ISY-I, ISSN 8765-4321 ; 126
Recursive stochastic algorithms, Stochastic approximation
IdentifiersURN: urn:nbn:se:liu:diva-104470OAI: oai:DiVA.org:liu-104470DiVA: diva2:697139