5 citations · 5 across the 1 of their papers we have counts for
2 papers
math.ST2011★ 5 cited
Almost sure convergence and asymptotical normality of a generalization of Kesten's stochastic approximation algorithm for multidimensional case
Pedro Cruz
It is shown the almost sure convergence and asymptotical normality of a generalization of Kesten's stochastic approximation algorithm for multidimensional case. In this generalizat…
math.ST2005
A stochastic approximation algorithm with multiplicative step size adaptation
Alexander Plakhov, Pedro Cruz
An algorithm of searching a zero of an unknown undimensional function is considered, measured at a point x with some error. The step sizes are random positive values and are calcul…