Geodesic
On a Stochastic Approximation Procedure Based on Averaging.
Metrika, Tome 44 (1996) no. 3, pp. 165-180.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Mots-clés : Robbins-Monro process, averaging, almost sure representation, optimal rate of convergence, minimal asymptotic variance 
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     author = {Harro Walk and Rainer Schwabe},
     title = {On a {Stochastic} {Approximation} {Procedure} {Based} on {Averaging.}},
     journal = {Metrika},
     pages = {165--180},
     publisher = {mathdoc},
     volume = {44},
     number = {3},
     year = {1996},
     zbl = {0906.62076},
     url = {http://geodesic.mathdoc.fr/item/MET_1996__44_3_176683/}
}
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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/