Stochastic Approximation: A Survey.
Abstract
Since 1951 when Robbins and Monro's 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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1973
- Accession Number
- AD0761766
Entities
People
- Thomas Keith Scheber
Organizations
- Naval Postgraduate School