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<p>presented a methodology for solving a root finding problem, where the function is represented as an expected value. Assume that we have a function , and a constant , such that the equation  has a unique root at  It is assumed that while we cannot directly observe the function  we can instead obtain measurements of the random variable  where . The structure of the algorithm is to then generate iterates of the form:</p>

<p>Here,  is a sequence of positive step sizes. <a href="page.php?w=Herbert_Robbins">Robbins</a> and Monro proved<sup>, Theorem 2</sup></p><p>
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