Stochastic Systems, Queuing Systems

Generalization of the Dvoretzky theorem of convergence rate of the stochastic approximation algorithms

T. P. Krasulina

St. Petersburg State University, St. Petersburg, Russia

Abstract: Consideration was given to the Robbins–Monro procedure for which the Dvoretzky theorem of its convergence rate was generalized. The rate of convergence is still the most important problem of the theory of stochastic approximation.

Presented by the member of Editorial Board: A. V. Nazin

Received: 30.06.2015

 English version: Automation and Remote Control, 2016, 77:8, 1399–1402

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