Geodesic
On centain properties of continuous stochastic approximation procedures
Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 2, pp. 310-319 Cet article a éte moissonné depuis la source Math-Net.Ru

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It is shown that the continuous Kiefer–Wolfowitz procedure for estimating the maximum of a regression surface converges, under some conditions, almost surely to the maximum. An analoguos result is proved for the continuous Robbins–Monro procedure of stochastic approximation. 
@article{TVP_1972_17_2_a7,
     author = {M. B. Nevel'son},
     title = {On centain properties of continuous stochastic approximation procedures},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {310--319},
     year = {1972},
     volume = {17},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a7/}
}
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M. B. Nevel'son. On centain properties of continuous stochastic approximation procedures. Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 2, pp. 310-319. http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a7/