Stochastic Approximation with Compound Delayed Observations

M. A. Mahmoud; A. A. Rasha

doi:10.3390/mca10020283

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1 August 2005

Stochastic Approximation with Compound Delayed Observations

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Department of Mathematics, Faculty of Science, Zagazig University, Zagazig, Egypt

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Math. Comput. Appl.2005, 10(2), 283-289;https://doi.org/10.3390/mca10020283

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Abstract

The Robbins-Monro stochastic approximation procedure is modified so as to be applicable in the presence of compound delayed observations. The efficiency of the modified procedure is investigated. The asymptotic values of the efficiency are compared with those obtained by an approximation based on geometric distribution.

Keywords:

Delayed observation; Robbins-Monro procedure; stochastic approximation

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