Advertisement

Journal of Optimization Theory and Applications

, Volume 64, Issue 1, pp 217–217 | Cite as

On a proof of a Robbins-Monro algorithm

  • Y. Wardi
Technical Comment
  • 110 Downloads

Abstract

We point out that the main result in Ref. 1 is not new.

Key Words

Stochastic approximations Robbins-Monro algorithms 

References

  1. 1.
    Wardi, Y.,A Stochastic Algorithm Using One Sample Point per Iteration and Diminishing Stepsizes, Journal of Optimization Theory and Applications, Vol. 61, pp. 473–485, 1989.Google Scholar
  2. 2.
    Ljung, L.,Analysis of Recursive Stochastic Algorithms, IEEE Transactions on Automatic Control, Vol. AC-22, pp. 551–575, 1977.Google Scholar
  3. 3.
    Kushner, H. J., andClark, D. S.,Stochastic Approximation Methods for Constrained and Unconstrained Systems, Springer-Verlag, New York, New York, 1978.Google Scholar
  4. 4.
    Wardi, Y.,A Proof of a Robbins-Monro Algorithm, Technical Memorandum No. TMYW-03-89, School of Electrical Engineering, Georgia Institute of Technology, Atlanta, Georgia.Google Scholar

Copyright information

© Plenum Publishing Corporation 1990

Authors and Affiliations

  • Y. Wardi
    • 1
  1. 1.School of Electrical EngineeringGeorgia Institute of TechnologyAtlanta

Personalised recommendations