for different variance behaviors of the stochastic gradient

Ernst Plöchinger · 1992

* r For finding a solution x E R of the system of nonlinear equations G(x)-O in case that only estimations G(x) - G(x)+Z(x) at each XERr are available. we consider the stochastic approximation procedure Xn+l :- Xn-rnGn(Xn). where Gn(Xn) :- G(Xn)+Zn' n-l.2 •...• with the estimation error Zn:-Z(Xn), In this paper the limiting

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