Stochastic Mechanics Applications of
A Board - 2003 - Springer
A Board
2003•SpringerThe original work in recursive stochastic algorithms was by Robbins and Monro, who
developed and analyzed a recursive procedure for finding the root of a real-valued function
g (·) of a real variable θ. The function is not known, but noise-corrupted observations could
be taken at values of θ selected by the experimenter.
developed and analyzed a recursive procedure for finding the root of a real-valued function
g (·) of a real variable θ. The function is not known, but noise-corrupted observations could
be taken at values of θ selected by the experimenter.
The original work in recursive stochastic algorithms was by Robbins and Monro, who developed and analyzed a recursive procedure for finding the root of a real-valued function g (·) of a real variable θ. The function is not known, but noise-corrupted observations could be taken at values of θ selected by the experimenter.
Springer