Accession Number : AD0761766

Title :   Stochastic Approximation: A Survey.

Descriptive Note : Master's thesis,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s) : Scheber,Thomas Keith

Report Date : MAR 1973

Pagination or Media Count : 103

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)

Descriptors :   (*STOCHASTIC PROCESSES, APPROXIMATION(MATHEMATICS)), PROBABILITY DENSITY FUNCTIONS, SAMPLING, REGRESSION ANALYSIS, RANDOM VARIABLES, THESES, REVIEWS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE