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314838

On the Convergence of the Dynamic Continuous Robbins - Monro Procedure

Article

Last updated: 05 Jan 2025

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Abstract

The proving methods developed in the book of Nevelson and Hasminsky [6] are utilized to prove the convergence with probability one and in the mean square of the multidimensional continuous dynamic Robbins-Monro procedure, under assumptions similar to those usually made in the theory stochastic approximation.

DOI

10.21608/esju.1993.314838

Keywords

Multidimensional Robins, Monro Continuous Stochastic, Approximation procedures

Authors

First Name

El Sayed

Last Name

Sorour

MiddleName

-

Affiliation

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Orcid

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Volume

37

Article Issue

2

Related Issue

43176

Issue Date

1993-12-01

Receive Date

2023-08-28

Publish Date

1993-12-01

Page Start

178

Page End

189

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_314838.html

Detail API

https://esju.journals.ekb.eg/service?article_code=314838

Order

1

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

On the Convergence of the Dynamic Continuous Robbins - Monro Procedure

Details

Type

Article

Created At

28 Dec 2024