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On a Stochastic Approximation Procedure Based on Averaging.
Metrika, Tome 44 (1996) no. 3, pp. 165-180 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Mots-clés : Robbins-Monro process, averaging, almost sure representation, optimal rate of convergence, minimal asymptotic variance 
@article{MET_1996__44_3_176683,
     author = {Harro Walk and Rainer Schwabe},
     title = {On a {Stochastic} {Approximation} {Procedure} {Based} on {Averaging.}},
     journal = {Metrika},
     pages = {165--180},
     year = {1996},
     volume = {44},
     number = {3},
     zbl = {0906.62076},
     url = {http://geodesic.mathdoc.fr/item/MET_1996__44_3_176683/}
}
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VL  - 44
IS  - 3
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%J Metrika
%D 1996
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%V 44
%N 3
%U http://geodesic.mathdoc.fr/item/MET_1996__44_3_176683/
%F MET_1996__44_3_176683
Harro Walk; Rainer Schwabe. On a Stochastic Approximation Procedure Based on Averaging.. Metrika, Tome 44 (1996) no. 3, pp. 165-180. http://geodesic.mathdoc.fr/item/MET_1996__44_3_176683/