Stochastic approximation: invited paper
Lai, Tze Leung
Ann. Statist., Tome 31 (2003) no. 1, p. 391-406 / Harvested from Project Euclid
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Stochastic approximation, introduced by Robbins and Monro in 1951, has become an important and vibrant subject in optimization, control and signal processing. This paper reviews Robbins' contributions to stochastic approximation and gives an overview of several related developments.
Publié le : 2003-04-14
Classification:  Robbins-Monro and Kiefer-Wolfowitz schemes,  stochastic Liapounov functions,  adaptive stochastic approximation,  recursive stochastic algorithms,  adaptive control,  62L20,  60F15,  93E23,  93E24 
@article{1051027873,
     author = {Lai, Tze Leung},
     title = {Stochastic approximation: invited paper},
     journal = {Ann. Statist.},
     volume = {31},
     number = {1},
     year = {2003},
     pages = { 391-406},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1051027873}
}

Lai, Tze Leung. Stochastic approximation: invited paper. Ann. Statist., Tome 31 (2003) no. 1, pp.  391-406. http://gdmltest.u-ga.fr/item/1051027873/