Inhalt: The lecture "Stochastic Approximation" is aimed at Master's students who have a sound basic knowledge of probability theory including martingale theory. The lecture is concerned with ...

Scandinavian Journal of Statistics, Vol. 18, No. 1 (1991), pp. 39-50 (12 pages) An iterative stochastic approximation to the maximum likelihood estimate is developed for the Strauss point process. We ...

The stochastic root-finding problem is that of finding a zero of a vector-valued function known only through a stochastic simulation. The simulation-optimization problem is that of locating a ...