A Decision Theoretic Approach to the Stochastic Approximation of the Root of an Unknown Function.

Abstract

A decision theoretic approach is used to characterize stochastic approximation procedures. The basic foundation of stochastic approximation and statistical decision theory is presented. These two fields are combined using the restrictive problem of estimating the unknown root of a linear function with unit slope. The restrictions on the function are relaxed, and convergence almost surely is demonstrated in the general case. A section on applications of stochastic approximation in fields related to systems analysis is presented. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1969
Accession Number
AD0853245

Entities

People

  • Robert M. Emmerichs

Organizations

  • Air Force Institute of Technology

Tags

DTIC Thesaurus Topics

  • Convergence
  • Data Science
  • Decision Theory
  • Information Science
  • Interdisciplinary Science
  • Statistical Decision Theory
  • Systems Analysis

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.
  • Statistical inference.