Geodesic
The continuous dynamic Robbins-Monro procedure
Kybernetika, Tome 12 (1976) no. 6, pp. 414-420 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 62L20 
@article{KYB_1976_12_6_a3,
     author = {Dupa\v{c}, V\'aclav},
     title = {The continuous dynamic {Robbins-Monro} procedure},
     journal = {Kybernetika},
     pages = {414--420},
     year = {1976},
     volume = {12},
     number = {6},
     mrnumber = {0438612},
     zbl = {0384.62074},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1976_12_6_a3/}
}
TY  - JOUR
AU  - Dupač, Václav
TI  - The continuous dynamic Robbins-Monro procedure
JO  - Kybernetika
PY  - 1976
SP  - 414
EP  - 420
VL  - 12
IS  - 6
UR  - http://geodesic.mathdoc.fr/item/KYB_1976_12_6_a3/
LA  - en
ID  - KYB_1976_12_6_a3
ER  - 
%0 Journal Article
%A Dupač, Václav
%T The continuous dynamic Robbins-Monro procedure
%J Kybernetika
%D 1976
%P 414-420
%V 12
%N 6
%U http://geodesic.mathdoc.fr/item/KYB_1976_12_6_a3/
%G en
%F KYB_1976_12_6_a3
Dupač, Václav. The continuous dynamic Robbins-Monro procedure. Kybernetika, Tome 12 (1976) no. 6, pp. 414-420. http://geodesic.mathdoc.fr/item/KYB_1976_12_6_a3/

[1] Я. 3. Цыпкин: Aлгopифмы динaмичecкoй aдaптaции. Aвтoмaтикa и тeлeмexaникa (1972), 1, 68-77. | MR

[2] V. Dupač: Asymptotic normality of the continuous Robbins-Monro stochastic approximation procedure. In: Contributions to Statistics - Jaroslav Hájek Memorial Volume. Academia, Prague, and North Holland. (To appear.) | MR

[3] M. Б. Heвeльcoн P. 3. Xacьминcкий: Heпpepывныe пpoцeдypы cтoxacтичecкoй aппpoкcимaции. Пpoблeмы пepeдaчи инфopмaции 7 (1971), 58 - 69.

[4] M. Б. Heвeльcoн P. 3. Xacьминcкий: Cтoxacтичecкaя aппpoкcимaция и peкyppeнтнoe oцeнивaниe. Hayкa, Mocквa 1972.