| Title:
|
An extension of Driml-Nedoma continuous stochastic approximation procedure (English) |
| Author:
|
Sorour, El Sayed |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
14 |
| Issue:
|
1 |
| Year:
|
1978 |
| Pages:
|
(18)-27 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62L20 |
| idZBL:
|
Zbl 0374.62083 |
| idMR:
|
MR0478508 |
| . |
| Date available:
|
2009-09-24T17:00:05Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125402 |
| . |
| Reference:
|
[1] M. Driml J. Nedoma: Stochastic approximations for continuous random process.Transactions of the Second Prague Conference on Information Theory, Statistical Decision Functions, Random Processes. Czechoslovak Academy of Sciences, Prague 1960, 145-158. MR 0126877 |
| Reference:
|
[2] J. Kiefer J. Wolfowitz: Stochastic estimation of the maximum of a regression function.The Annals of Mathematical Statistics 23 (1952), 462-466. MR 0050243 |
| Reference:
|
[3] M. Loève: Probability theory.Van Nostrand, New York 1960. MR 0123342 |
| Reference:
|
[4] M. B. Nevelson, R. Z. Hasminskij: Stochastic Approximation and Recurrent Estimations.Nauka, Moscow, 1972. (In Russian.) MR 0391442 |
| Reference:
|
[5] H. Robbins S. Monro: A stochastic approximation method.The Annals of Mathematical statistics 22 (1951), 400-407. MR 0042668 |
| Reference:
|
[6] D. J. Sackrison: A continuous Kiefer-Wolfowitz procedure for random processes.The Annals of Mathematical Statistics 35 (1964), 590-599. MR 0161445 |
| . |
