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Q: Step size in stochastic approximation schemes
Posted:
Jul 30, 1996 3:20 AM


I remember vaguely that there exists a proof for stochastic approximation schemes which shows that keeping the step size constant (i.e., without reducing the step size), will result in wrong convergence behaviour.
The problem is that I do not find the reference any more.
Does somebody have an idea, who could be credited for that ?  Bernhard Treutwein bernhard@imp.med.unimuenchen.de  C is its own virus



