Accession Number:

AD0748288

Title:

Time-Dependent Stochastic Approximations with Application to Control and Performance Evaluation.

Descriptive Note:

Status rept. 1 Jun 71-14 Aug 72,

Corporate Author:

MISSOURI UNIV COLUMBIA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1972-09-01

Pagination or Media Count:

6.0

Abstract:

The main results obtained to date of the research sponsored by this grant are results about the consistency of concave and monotone regressions, a sharpening of some results in stochastic approximation, some simulation work comparing the Robbins-Monro method with several methods using monotone regression, and some results in utility theory involving risk aversion. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE