(2024). Stochastic approximation with series of delayed observations. test, 25(2), 191-196. doi: 10.1016/j.joems.2017.01.004
. "Stochastic approximation with series of delayed observations". test, 25, 2, 2024, 191-196. doi: 10.1016/j.joems.2017.01.004
(2024). 'Stochastic approximation with series of delayed observations', test, 25(2), pp. 191-196. doi: 10.1016/j.joems.2017.01.004
Stochastic approximation with series of delayed observations. test, 2024; 25(2): 191-196. doi: 10.1016/j.joems.2017.01.004

Stochastic approximation with series of delayed observations

Journal of the Egyptian Mathematical Society
Volume 25, Issue 2, 2017, Pages 191-196    PDF (325.11 K)
DOI: 10.1016/j.joems.2017.01.004
Abstract
The stochastic approximation procedure with series of delayed observations is investigated. The procedure is formed by modifying the Robbins–Monro stochastic approximation procedure to be applicable
in the presence of series of delayed observations. The modified procedure depends on a new base concerning the relation between service time of the series and service times of its components. Two loss
systems are introduced for application to the proposed procedure. This new situation can be applied to
increase the production of items in many fields such as biological, medical, life time experiments, and
some industrial projects, where items are realized after random time delays. The efficiency of the procedure is computed. Our proposal is general and we expect that it can be applied to any other stochastic
approximation procedure
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