The one-sided convergence of the continuous processes of stochastic approximation
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 201-208
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In this paper a modified continuous Robbins–Monro procedure is discussed. Bibl. 5 titles.
@article{ZNSL_1996_228_a15,
author = {S. V. Komarov and T. P. Krasulina},
title = {The one-sided convergence of the continuous processes of stochastic approximation},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {201--208},
publisher = {mathdoc},
volume = {228},
year = {1996},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a15/}
}
TY - JOUR AU - S. V. Komarov AU - T. P. Krasulina TI - The one-sided convergence of the continuous processes of stochastic approximation JO - Zapiski Nauchnykh Seminarov POMI PY - 1996 SP - 201 EP - 208 VL - 228 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a15/ LA - ru ID - ZNSL_1996_228_a15 ER -
S. V. Komarov; T. P. Krasulina. The one-sided convergence of the continuous processes of stochastic approximation. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 201-208. http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a15/