STOCHASTIC-APPROXIMATION WITH DELAYED OBSERVATIONS

被引:0
作者
DUPAC, V [1 ]
HERKENRATH, U [1 ]
机构
[1] UNIV BONN, INST ANGEW MATH, D-5300 BONN, GERMANY
关键词
D O I
暂无
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
The Robbins-Monro stochastic approximation procedure is modified so as to be applicable in the presence of delayed observations; asymptotic properties of the modified procedure are investigated.
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页码:683 / 685
页数:3
相关论文
共 2 条
[1]  
Nevelson M. B., 1976, Stochastic approximation and recursive estimation
[2]   A STOCHASTIC APPROXIMATION METHOD [J].
ROBBINS, H ;
MONRO, S .
ANNALS OF MATHEMATICAL STATISTICS, 1951, 22 (03) :400-407