Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 2, pp. 310-319
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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/
@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/}
}
TY - JOUR
AU - M. B. Nevel'son
TI - On centain properties of continuous stochastic approximation procedures
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1972
SP - 310
EP - 319
VL - 17
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a7/
LA - ru
ID - TVP_1972_17_2_a7
ER -
%0 Journal Article
%A M. B. Nevel'son
%T On centain properties of continuous stochastic approximation procedures
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1972
%P 310-319
%V 17
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a7/
%G ru
%F TVP_1972_17_2_a7
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.
