A note on stochastic approximation
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- by J. R. Blum PDF
- Proc. Amer. Math. Soc. 9 (1958), 404-407 Request permission
References
- 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-Los Angeles, Calif., 1956, pp. 39–55. MR 0084911
- Herbert Robbins and Sutton Monro, A stochastic approximation method, Ann. Math. Statistics 22 (1951), 400–407. MR 42668, DOI 10.1214/aoms/1177729586
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- J. Kiefer and J. Wolfowitz, Stochastic estimation of the maximum of a regression function, Ann. Math. Statistics 23 (1952), 462–466. MR 50243, DOI 10.1214/aoms/1177729392
Additional Information
- © Copyright 1958 American Mathematical Society
- 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