nonparametric procedures; Robbins-Monro type procedure; integer stochastic approximation
Let $M : \bold R \rightarrow \bold R$ be observable, with experimental errors, at integer points only; unknown elsewhere. Iterative nonparametric procedures for finding the zero point of $M$ are called procedures of integer stochastic approximation. Three types of such procedures (Derman's, Mukerjee's and the authors') are described and compared. A two-dimensional analogue of the third approach is proposed and investigated; its generalization to higher dimensions is conjectured.
 V. Dupač U. Herkenrath: Stochastic approximation on a discrete set and the multiarmed bandit problem
. Comm. Statist.-Sequential Analysis 1 (1982), 1 - 26. DOI 10.1080/07474948208836002
| MR 0667411
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