An extension of Driml-Nedoma continuous stochastic approximation procedure

El Sayed Sorour

Kybernetika (1978)

  • Volume: 14, Issue: 1, page (18)-27
  • ISSN: 0023-5954

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Sorour, 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

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  1. 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
  2. J. Kiefer J. Wolfowitz, Stochastic estimation of the maximum of a regression function, The Annals of Mathematical Statistics 23 (1952), 462-466. (1952) MR0050243
  3. M. Loève, Probability theory, Van Nostrand, New York 1960. (1960) MR0123342
  4. M. B. Nevelson, R. Z. Hasminskij, Stochastic Approximation and Recurrent Estimations, Nauka, Moscow, 1972. (In Russian.) (1972) MR0391442
  5. H. Robbins S. Monro, A stochastic approximation method, The Annals of Mathematical statistics 22 (1951), 400-407. (1951) MR0042668
  6. 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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