Stochastic Approximation: A Survey.
NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF
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Since 1951 when Robbins and Monros pioneering paper on stochastic approximation was published, many articles have appeared dealing with extensions, modifications, methods and applications of stochastic approximation. While the concepts involved are relatively simple, but mathematically difficult, the information concerning specific results has been widely scattered and difficult to collect for the interested researcher. The paper will attempt to discuss the major results and will provide the necessary references to direct the user to more specific findings. Author
- Statistics and Probability