| Title:
|
Notes on stochastic approximation methods (English) |
| Author:
|
Dupač, Václav |
| Language:
|
English |
| Journal:
|
Czechoslovak Mathematical Journal |
| ISSN:
|
0011-4642 (print) |
| ISSN:
|
1572-9141 (online) |
| Volume:
|
8 |
| Issue:
|
1 |
| Year:
|
1958 |
| Pages:
|
139-149 |
| Summary lang:
|
Russian |
| . |
| Category:
|
math |
| . |
| MSC:
|
60.00 |
| idZBL:
|
Zbl 0226.62093 |
| idMR:
|
MR0096301 |
| DOI:
|
10.21136/CMJ.1958.100283 |
| . |
| Date available:
|
2008-06-09T12:56:50Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/100283 |
| . |
| Reference:
|
[1] H. Robbins S. Monro: A stochastic approximation method.Annals of Mathematical Statistics, AMS 22 (1951), 400 - 407. MR 0042668, 10.1214/aoms/1177729586 |
| Reference:
|
[2] J. Kiefer J. Wolfowitz: Stochastic estimation of the maximum of a regression function.AMS 23 (1952), 462-466. MR 0050243 |
| Reference:
|
[3] J. R. Blum: Multidimensional stochastic approximation methods.AMS 25 (1954), 737-744. Zbl 0056.38305, MR 0065092 |
| Reference:
|
[4] K. L. Chung: On a stochastic approximation method.AMS 25 (1954), 463 - 483. Zbl 0059.13203, MR 0064365 |
| Reference:
|
[5] C. Derman: An application of Chung's lemma to the Kiefer-Wolfowitz stochastic approximation procedure.AMS 27 (1956), 532 - 536. Zbl 0074.35502, MR 0078595 |
| Reference:
|
[6] V. Dupač: On the Kiefer-Wolfowitz approximation method.(in Czech), Čas. pro pěst. matem. 82 (1957), 47-75. MR 0089556 |
| . |
