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Robbins and Monro: stochastic approximation

Contribution grade

Probability and statistics · statistical algorithm and theorem

Reference score150,000Provisional editorial estimate of this exact contribution; its grade is assessed separately.

What changed

Noisy experiments could be organized into a convergent iterative search for an unknown target.

Scientific scope

The 1951 procedure under stated conditions; stochastic gradient and modern variants are excluded.

Evidence

The linked sources identify this contribution and its scope. WRS has not independently reconstructed the scientific claims. This is the 1951 procedure and its convergence-in-probability result under stated conditions. Modern stochastic-gradient variants are separate.

Contributors

Provisional WRS assessment, edition 2026-10-16.1. Independent expert calibration is pending. This grade does not certify correctness or assign ownership.

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