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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1972 Volume 17, Issue 2, Pages 310–319 (Mi tvp2535)

On centain properties of continuous stochastic approximation procedures

M. B. Nevel'son

Moscow

Abstract: It is shown that the continuous Kiefer–Wolfowitz procedure for estimating the maximum of a regression surface converges, under some conditions, almost surely to the maximum.
An analoguos result is proved for the continuous Robbins–Monro procedure of stochastic approximation.

Received: 27.05.1970


 English version:
Theory of Probability and its Applications, 1973, 17:2, 298–308

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