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The problem of this paper is to minimize a function f, which is scalar-valued and defined on a finite dimensional vector space. An iterative algorithm is of the form X(n+1)=A(n)(X(n)) and can take the usual form X(n+1)=X(n)−a(n)Y(n), where Y(n) can be as in the Kiefer-Wolfowitz procedure, but an is random. Making use of the theorem on convergence of supermartingales the author gives several theorems...
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