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Notes on stochastic approximation methods
Czechoslovak Mathematical Journal, Tome 8 (1958) no. 1, pp. 139-149
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DOI : 10.21136/CMJ.1958.100283
Classification : 60.00 
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Dupač, Václav. Notes on stochastic approximation methods. Czechoslovak Mathematical Journal, Tome 8 (1958) no. 1, pp. 139-149. doi: 10.21136/CMJ.1958.100283

[1] H. Robbins S. Monro: A stochastic approximation method. Annals of Mathematical Statistics, AMS 22 (1951), 400 - 407. | DOI | MR

[2] J. Kiefer J. Wolfowitz: Stochastic estimation of the maximum of a regression function. AMS 23 (1952), 462-466. | MR

[3] J. R. Blum: Multidimensional stochastic approximation methods. AMS 25 (1954), 737-744. | MR | Zbl

[4] K. L. Chung: On a stochastic approximation method. AMS 25 (1954), 463 - 483. | MR | Zbl

[5] C. Derman: An application of Chung's lemma to the Kiefer-Wolfowitz stochastic approximation procedure. AMS 27 (1956), 532 - 536. | MR | Zbl

[6] V. Dupač: On the Kiefer-Wolfowitz approximation method. (in Czech), Čas. pro pěst. matem. 82 (1957), 47-75. | MR

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