[[C. Johan Masreliez]] and [[R. Douglas Martin]] were the first to use
stochastcstochastic approximation in 1975 when dealing with [[Robust statistics|robust]] [[estimation]].<ref>R.D. Martin & C.J. Masreliez, ''Robust estimation via stochastic approximation''. IEEE Trans. Inform. Theory, 21(pp.263—271) (1975).</ref>