A Stochastic Approximation Method
Let M(x) denote the expected value at level x of the response to a certain experiment. M(x) is assumed to be a monotone function of x but is unknown tot he experiment, and it is desire to find the solution x=0 of the equation M(x) = a, where x is a given constant. we give a method for making successive experiments at levels x1, x2,... in such a way that x, will tend to 0 in probability.