Notes on stochastic approximation methods

Václav Dupač

Czechoslovak Mathematical Journal (1958)

  • Volume: 08, Issue: 1, page 139-149
  • ISSN: 0011-4642

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Dupač, Václav. "Notes on stochastic approximation methods." Czechoslovak Mathematical Journal 08.1 (1958): 139-149. <http://eudml.org/doc/11914>.

@article{Dupač1958,
author = {Dupač, Václav},
journal = {Czechoslovak Mathematical Journal},
language = {eng},
number = {1},
pages = {139-149},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Notes on stochastic approximation methods},
url = {http://eudml.org/doc/11914},
volume = {08},
year = {1958},
}

TY - JOUR
AU - Dupač, Václav
TI - Notes on stochastic approximation methods
JO - Czechoslovak Mathematical Journal
PY - 1958
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 08
IS - 1
SP - 139
EP - 149
LA - eng
UR - http://eudml.org/doc/11914
ER -

References

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  1. H. Robbins S. Monro, 10.1214/aoms/1177729586, Annals of Mathematical Statistics, AMS 22 (1951), 400 - 407. (1951) MR0042668DOI10.1214/aoms/1177729586
  2. J. Kiefer J. Wolfowitz, Stochastic estimation of the maximum of a regression function, AMS 23 (1952), 462-466. (1952) MR0050243
  3. J. R. Blum, Multidimensional stochastic approximation methods, AMS 25 (1954), 737-744. (1954) Zbl0056.38305MR0065092
  4. K. L. Chung, On a stochastic approximation method, AMS 25 (1954), 463 - 483. (1954) Zbl0059.13203MR0064365
  5. C. Derman, An application of Chung's lemma to the Kiefer-Wolfowitz stochastic approximation procedure, AMS 27 (1956), 532 - 536. (1956) Zbl0074.35502MR0078595
  6. V. Dupač, On the Kiefer-Wolfowitz approximation method, (in Czech), Čas. pro pěst. matem. 82 (1957), 47-75. (1957) MR0089556

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