Stochastic approximation, introduced by Robbins and Monro in 1951, has become an important and vibrant subject in optimization, control and signal processing. This paper reviews Robbins' contributions to stochastic approximation and gives an overview of several related developments.
"Stochastic approximation: invited paper." Ann. Statist. 31 (2) 391 - 406, April 2003. https://doi.org/10.1214/aos/1051027873