The continuous dynamic Robbins-Monro procedure
Kybernetika (1976)
- Volume: 12, Issue: 6, page 414-420
- ISSN: 0023-5954
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topDupač, Václav. "The continuous dynamic Robbins-Monro procedure." Kybernetika 12.6 (1976): 414-420. <http://eudml.org/doc/28498>.
@article{Dupač1976,
author = {Dupač, Václav},
journal = {Kybernetika},
language = {eng},
number = {6},
pages = {414-420},
publisher = {Institute of Information Theory and Automation AS CR},
title = {The continuous dynamic Robbins-Monro procedure},
url = {http://eudml.org/doc/28498},
volume = {12},
year = {1976},
}
TY - JOUR
AU - Dupač, Václav
TI - The continuous dynamic Robbins-Monro procedure
JO - Kybernetika
PY - 1976
PB - Institute of Information Theory and Automation AS CR
VL - 12
IS - 6
SP - 414
EP - 420
LA - eng
UR - http://eudml.org/doc/28498
ER -
References
top- Я. 3. Цыпкин, Aлгopифмы динaмичecкoй aдaптaции, Aвтoмaтикa и тeлeмexaникa (1972), 1, 68-77. (1972) MR0335217
- V. Dupač, Asymptotic normality of the continuous Robbins-Monro stochastic approximation procedure, In: Contributions to Statistics - Jaroslav Hájek Memorial Volume. Academia, Prague, and North Holland. (To appear.) MR0561259
- M. Б. Heвeльcoн P. 3. Xacьминcкий, Heпpepывныe пpoцeдypы cтoxacтичecкoй aппpoкcимaции, Пpoблeмы пepeдaчи инфopмaции 7 (1971), 58 - 69. (1971)
- M. Б. Heвeльcoн P. 3. Xacьминcкий, Cтoxacтичecкaя aппpoкcимaция и peкyppeнтнoe oцeнивaниe, Hayкa, Mocквa 1972. (1972)
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