B. Delyon. Stochastic approximation with decreasing gain: convergence and asymptotic theory. Unpublished lecture notes, Université de Rennes, 2000.
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1 Some References
2 Laetitia Andrieu, Guy Cohen and Felisa J. Vázquez-Abad. Gradient-based simulation optimization under probability constraints. European Journal of Operational Research, 212, , A. Benveniste, M. Métivier, and P. Priouret. Adaptative Algorithms and Stochastic Approximation. Springer Verlag, B. Delyon. Stochastic approximation with decreasing gain: convergence and asymptotic theory. Unpublished lecture notes, Université de Rennes, M. Duflo. Algorithmes stochastiques. Springer Verlag, M. Duflo. Random Iterative Models. Springer Verlag, J. Kiefer and J. Wolfowitz. Stochastic estimation of the maximum of a regression function. Annals of Mathematical Statistics, 23: , H. J. Kushner and D. S. Clark. Stochastic Approximation Methods for Constrained and Unconstrained Systems. Springer Verlag, 1978.
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