EXTENSIONS OF KESTENS ADAPTIVE STOCHASTIC APPROXIMATION METHOD

被引：8

作者：

KUSHNER, HJ ^{[1
]}

GAVIN, T ^{[1
]}

机构：

[1] BROWN UNIV,DIV APPLIED MATH,PROVIDENCE,RI 02912

来源：

关键词：

D O I：

10.1214/aos/1176342506

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：851 / 861

页数：11

共 14 条

[1]

Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[2]

DVORETZKY A, 1956, 3 P BERK S MATH STAT, V1, P39

[3]

ELLIOT DF, 1970, IEEE T AUTOMATIC CON, VAC15, P101

[4]

FLETCHER R, 1963, COMPUT J, V6, P162

[5]

GRAY KB, 1964, S APPL MATH, V16, P172

[6] ACCELERATED STOCHASTIC-APPROXIMATION [J].

KESTEN, H .

ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (01) :41-59

[7] STOCHASTIC ESTIMATION OF THE MAXIMUM OF A REGRESSION FUNCTION [J].

KIEFER, J ;

WOLFOWITZ, J .

ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (03) :462-466

KUSHNER, HJ .

ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (02) :513-&

[9]

KUSHNER HJ, 1963, T ASME J BASIC ENGRG, V85, P227

[10]

KUSHNER HJ, 1963, ADAPTIVE TECHNIQUES