We consider the following stochastic approximation algorithm of searching for the zero point x∗ of a function ϕ: xt+1 = xt − γtyt, yt = ϕ(xt) + ξt, where yt are observations of ϕ and ξt is the random noise. The step sizes ...

We consider the following stochastic approximation algorithm of searching for the zero point x∗ of a function ϕ: xt+1 = xt − γtyt, yt = ϕ(xt) + ξt, where yt are observations of ϕ and ξt is the random noise. The step sizes ...