Geodesic
An extension of Driml-Nedoma continuous stochastic approximation procedure
Kybernetika, Tome 14 (1978) no. 1, pp. 18-27 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 62L20 
@article{KYB_1978_14_1_a2,
     author = {Sorour, El Sayed},
     title = {An extension of {Driml-Nedoma} continuous stochastic approximation procedure},
     journal = {Kybernetika},
     pages = {18--27},
     year = {1978},
     volume = {14},
     number = {1},
     mrnumber = {0478508},
     zbl = {0374.62083},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1978_14_1_a2/}
}
TY  - JOUR
AU  - Sorour, El Sayed
TI  - An extension of Driml-Nedoma continuous stochastic approximation procedure
JO  - Kybernetika
PY  - 1978
SP  - 18
EP  - 27
VL  - 14
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/KYB_1978_14_1_a2/
LA  - en
ID  - KYB_1978_14_1_a2
ER  - 
%0 Journal Article
%A Sorour, El Sayed
%T An extension of Driml-Nedoma continuous stochastic approximation procedure
%J Kybernetika
%D 1978
%P 18-27
%V 14
%N 1
%U http://geodesic.mathdoc.fr/item/KYB_1978_14_1_a2/
%G en
%F KYB_1978_14_1_a2
Sorour, El Sayed. An extension of Driml-Nedoma continuous stochastic approximation procedure. Kybernetika, Tome 14 (1978) no. 1, pp. 18-27. http://geodesic.mathdoc.fr/item/KYB_1978_14_1_a2/

[1] M. Driml J. Nedoma: Stochastic approximations for continuous random process. Transactions of the Second Prague Conference on Information Theory, Statistical Decision Functions, Random Processes. Czechoslovak Academy of Sciences, Prague 1960, 145-158. | MR

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

[3] M. Loève: Probability theory. Van Nostrand, New York 1960. | MR

[4] M. B. Nevelson, R. Z. Hasminskij: Stochastic Approximation and Recurrent Estimations. Nauka, Moscow, 1972. (In Russian.) | MR

[5] H. Robbins S. Monro: A stochastic approximation method. The Annals of Mathematical statistics 22 (1951), 400-407. | MR

[6] D. J. Sackrison: A continuous Kiefer-Wolfowitz procedure for random processes. The Annals of Mathematical Statistics 35 (1964), 590-599. | MR