An extension of Driml-Nedoma continuous stochastic approximation procedure
Kybernetika (1978)
- Volume: 14, Issue: 1, page (18)-27
- ISSN: 0023-5954
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topSorour, El Sayed. "An extension of Driml-Nedoma continuous stochastic approximation procedure." Kybernetika 14.1 (1978): (18)-27. <http://eudml.org/doc/28557>.
@article{Sorour1978,
author = {Sorour, El Sayed},
journal = {Kybernetika},
language = {eng},
number = {1},
pages = {(18)-27},
publisher = {Institute of Information Theory and Automation AS CR},
title = {An extension of Driml-Nedoma continuous stochastic approximation procedure},
url = {http://eudml.org/doc/28557},
volume = {14},
year = {1978},
}
TY - JOUR
AU - Sorour, El Sayed
TI - An extension of Driml-Nedoma continuous stochastic approximation procedure
JO - Kybernetika
PY - 1978
PB - Institute of Information Theory and Automation AS CR
VL - 14
IS - 1
SP - (18)
EP - 27
LA - eng
UR - http://eudml.org/doc/28557
ER -
References
top- M. Driml J. Nedoma, Stochastic approximations for continuous random process, Transactions of the Second Prague Conference on Information Theory, Statistical Decision Functions, Random Processes. Czechoslovak Academy of Sciences, Prague 1960, 145-158. (1960) MR0126877
- J. Kiefer J. Wolfowitz, Stochastic estimation of the maximum of a regression function, The Annals of Mathematical Statistics 23 (1952), 462-466. (1952) MR0050243
- M. Loève, Probability theory, Van Nostrand, New York 1960. (1960) MR0123342
- M. B. Nevelson, R. Z. Hasminskij, Stochastic Approximation and Recurrent Estimations, Nauka, Moscow, 1972. (In Russian.) (1972) MR0391442
- H. Robbins S. Monro, A stochastic approximation method, The Annals of Mathematical statistics 22 (1951), 400-407. (1951) MR0042668
- D. J. Sackrison, A continuous Kiefer-Wolfowitz procedure for random processes, The Annals of Mathematical Statistics 35 (1964), 590-599. (1964) MR0161445
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