Não disponível

The purpose of this paper is to present the general ideas Of Robbins-Monro's method of stochastic approximation . The problem is the following : Let M(x) denot the expected value at level x of the response to a certain experiment . M(x) (is unknown to the experimenter, and it is desired to find the solution x=0 of the equation M(x) = α, where a is aqgiven constant. Robbins-Monro presents a method to do experiments at level x₁ ..., x_n and such that x_n convergs to 0 with probability one .