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Article

Stochastic Approximation with Compound Delayed Observations

Department of Mathematics, Faculty of Science, Zagazig University, Zagazig, Egypt
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Author to whom correspondence should be addressed.
Math. Comput. Appl. 2005, 10(2), 283-289; https://doi.org/10.3390/mca10020283
Published: 1 August 2005

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 Delayed observation; Robbins-Monro procedure; stochastic approximation

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MDPI and ACS Style

Mahmoud, M.A.; Rasha, A.A. Stochastic Approximation with Compound Delayed Observations. Math. Comput. Appl. 2005, 10, 283-289. https://doi.org/10.3390/mca10020283

AMA Style

Mahmoud MA, Rasha AA. Stochastic Approximation with Compound Delayed Observations. Mathematical and Computational Applications. 2005; 10(2):283-289. https://doi.org/10.3390/mca10020283

Chicago/Turabian Style

Mahmoud, M. A., and A. A. Rasha. 2005. "Stochastic Approximation with Compound Delayed Observations" Mathematical and Computational Applications 10, no. 2: 283-289. https://doi.org/10.3390/mca10020283

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