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Continuous stochastic approximation procedure for evaluating the point at which the regression function stops to be non-positive. (English) Zbl 0371.62116

MSC:

62L20 Stochastic approximation
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References:

[1] V. Dupač: The continuous dynamic Robbins-Monro procedure. Kybernetika 12 (1976), 6, 414-420. · Zbl 0384.62074
[2] S. Friedman: On stochastic approximations. The Annals of Mathematical Statistics 34 (1963), 343-346. · Zbl 0113.34803
[3] L. Guttman R. Guttman: An illustration of the use of stochastic approximation. Biometrics 15 (1959), 551-559. · Zbl 0201.51603
[4] М. Б. Невельсон Р. З. Хасьминский: Стохастическая аппроксимация и рекурентное оцеивание. Hauka, Москва 1972. · Zbl 1225.01023
[5] H. Robbins S. Monro: A stochastic approximation method. The Annals of Mathematical Statistics 22 (1951), 400-407. · Zbl 0054.05901
[6] E. Sorour: Stochastic approximation methods. Candidate Dissertation Work. Institute of Information Theory and Automation of the Czechoslovak Academy of Sciences. Prague 1977.
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