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A Stochastic Approximation Method

1985303 citationsBook Chapter

Authors

Herbert Robbins

Topics & Keywords

Stochastic processes and financial applications Markov Chains and Monte Carlo Methods Risk and Portfolio Optimization

Publication Details

DOI: 10.1007/978-1-4612-5110-1_9

Field-Weighted Citation Impact: 3.20

A Stochastic Approximation Method | Researchclopedia