A note on stochastic approximation

Author:
J. R. Blum

Journal:
Proc. Amer. Math. Soc. **9** (1958), 404-407

MSC:
Primary 60.00

DOI:
https://doi.org/10.1090/S0002-9939-1958-0098426-7

MathSciNet review:
0098426

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References | Similar Articles | Additional Information

**[1]**Aryeh Dvoretzky,*On stochastic approximation*, Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, 1954–1955, vol. I, University of California Press, Berkeley and Los Angeles, 1956, pp. 39–55. MR**0084911****[2]**Herbert Robbins and Sutton Monro,*A stochastic approximation method*, Ann. Math. Statistics**22**(1951), 400–407. MR**0042668****[3]**Cyrus Derman,*Stochastic approximation*, Ann. Math. Statist.**27**(1956), 879–886. MR**0088133**, https://doi.org/10.1214/aoms/1177728065**[4]**Michel Loève,*Probability theory*, Third edition, D. Van Nostrand Co., Inc., Princeton, N.J.-Toronto, Ont.-London, 1963. MR**0203748****[5]**J. Kiefer and J. Wolfowitz,*Stochastic estimation of the maximum of a regression function*, Ann. Math. Statistics**23**(1952), 462–466. MR**0050243**

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DOI:
https://doi.org/10.1090/S0002-9939-1958-0098426-7

Article copyright:
© Copyright 1958
American Mathematical Society