Beta
381387

Stochastic approximation with series of delayed observations

Article

Last updated: 31 Dec 2024

Subjects

-

Tags

-

Abstract

The stochastic approximation procedure with series of delayed observations is investigated. The procedure is formed by modifying the Robbins–Monro stochastic approximation procedure to be applicable
in the presence of series of delayed observations. The modified procedure depends on a new base concerning the relation between service time of the series and service times of its components. Two loss
systems are introduced for application to the proposed procedure. This new situation can be applied to
increase the production of items in many fields such as biological, medical, life time experiments, and
some industrial projects, where items are realized after random time delays. The efficiency of the procedure is computed. Our proposal is general and we expect that it can be applied to any other stochastic
approximation procedure

DOI

10.1016/j.joems.2017.01.004

Volume

25

Article Issue

2

Related Issue

50487

Issue Date

2017-06-01

Receive Date

2024-09-24

Publish Date

2024-06-01

Page Start

191

Page End

196

Print ISSN

1110-256X

Online ISSN

2090-9128

Link

https://joems.journals.ekb.eg/article_381387.html

Detail API

https://joems.journals.ekb.eg/service?article_code=381387

Order

381,387

Publication Type

Journal

Publication Title

Journal of the Egyptian Mathematical Society

Publication Link

https://joems.journals.ekb.eg/

MainTitle

Stochastic approximation with series of delayed observations

Details

Type

Article

Created At

21 Dec 2024