| Title:
|
Stochastic approximation methods (English) |
| Author:
|
Fabian, Václav |
| Language:
|
English |
| Journal:
|
Czechoslovak Mathematical Journal |
| ISSN:
|
0011-4642 (print) |
| ISSN:
|
1572-9141 (online) |
| Volume:
|
10 |
| Issue:
|
1 |
| Year:
|
1960 |
| Pages:
|
123-159 |
| Summary lang:
|
Russian |
| . |
| Category:
|
math |
| . |
| MSC:
|
62.00 |
| idZBL:
|
Zbl 0127.10206 |
| idMR:
|
MR0113253 |
| DOI:
|
10.21136/CMJ.1960.100396 |
| . |
| Date available:
|
2008-06-09T13:06:04Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/100396 |
| . |
| Reference:
|
[1] J. B. Blum: Approximation methods which converge with probability one.AMS, 25 (1954), 382-386. Zbl 0055.37806, MR 0062399 |
| Reference:
|
[2] J. B. Blum: Multidimensional stochastic approximation methods.AMS, 25 (1954), 463-483. Zbl 0056.38305, MR 0065092 |
| Reference:
|
[3] J. B. Blum: A note on stochastic approximation.Proc. Am. Math. Soc. 9 (1958), 404-407. Zbl 0094.13206, MR 0098426, 10.1090/S0002-9939-1958-0098426-7 |
| Reference:
|
[4] G. E. P. Box K. B. Wilson: On the experimental attainment of optimum conditions.J. R. Stat. Soc., Series B, 13 (1951), 1-45. MR 0046009 |
| Reference:
|
[5] G. Derman: An application of Chung's lemma to the Kiefer Wolfowitz stochastic approximation procedure.AMS 27 (1956), 532-536. MR 0078595 |
| Reference:
|
[6] J. L. Doob: Stochastic processes.New York, 1953. Zbl 0053.26802, MR 0058896 |
| Reference:
|
[7] Václav Dupač: O Kiefer-Wolfowitzové aproximační methodě.Čas. pěst. mat. 82 (1957), 47-75. MR 0089556 |
| Reference:
|
[8] Václav Dupač: Note on stochastic approximation methods.Čech. mat. žurn. 8 (83) (1958), 139-149. MR 0096301 |
| Reference:
|
[9] Aryeh Dvoretzky: On stochastic approximation.Proc. of the Third Berkeley Symposium on Mathematical Statistics and Probability, Vol. I, Berkeley, 1956, 39-55. MR 0084911 |
| Reference:
|
[10] А. А. Фелъдбаум: Автоматический оптимизатор.Автоматика и телемеханика, 19 (1958), 731-743. Zbl 0995.62501 |
| Reference:
|
[11] K. L. Chung: On a stochastic approximation method.AMS 25 (1954), 463-483. Zbl 0059.13203, MR 0064365 |
| Reference:
|
[12] L. B. Kantorovič: On a effective method of solving extremal problems for quadratic functionals.Doklady A. N. SSSR 48 (1945), 455-460. MR 0016528 |
| Reference:
|
[13] Harry Kesten: Accelerated stochastic approximation.AMS 29 (1958), 41-59. MR 0093851 |
| Reference:
|
[14] J. Kiefer J. Wolfowitz: Stochastic estimation of the maximum of a regresion function.AMS 23 (1952), 462-466. MR 0050243 |
| Reference:
|
[15] H. Bobbins S. Monro: A stochastic approximation method.AMS 22 (1951), 400-407. MR 0042668 |
| Reference:
|
[16] Jerome Sacks: Asymptotic distributions of stochastic approximations.AMS 29 (1958), 373-405. MR 0098427 |
| . |
