Title :
Stochastic approximation procedures for engineering applications
fDate :
4/1/1969 12:00:00 AM
Abstract :
Modifications to the Robbins-Monro and Kiefer-Wolfowitz stochastic approximation procedures are suggested for the time-varying applications frequently encountered in engineering problems. A weak form of convergence for the procedures is demonstrated.
Keywords :
Advisory Committee; Convergence; Finite difference methods; Network address translation; Performance analysis; Stochastic processes; Stochastic resonance; System performance;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1969.7058
