| Title:
|
The continuous dynamic Robbins-Monro procedure (English) |
| Author:
|
Dupač, Václav |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
12 |
| Issue:
|
6 |
| Year:
|
1976 |
| Pages:
|
414-420 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62L20 |
| idZBL:
|
Zbl 0384.62074 |
| idMR:
|
MR0438612 |
| . |
| Date available:
|
2009-09-24T16:53:24Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125343 |
| . |
| Reference:
|
[1] Я. 3. Цыпкин: Aлгopифмы динaмичecкoй aдaптaции.Aвтoмaтикa и тeлeмexaникa (1972), 1, 68-77. MR 0335217 |
| Reference:
|
[2] 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.) MR 0561259 |
| Reference:
|
[3] M. Б. Heвeльcoн P. 3. Xacьминcкий: Heпpepывныe пpoцeдypы cтoxacтичecкoй aппpoкcимaции.Пpoблeмы пepeдaчи инфopмaции 7 (1971), 58 - 69. |
| Reference:
|
[4] M. Б. Heвeльcoн P. 3. Xacьминcкий: Cтoxacтичecкaя aппpoкcимaция и peкyppeнтнoe oцeнивaниe.Hayкa, Mocквa 1972. |
| . |
