Random-direction optimization algorithms with applications to threshold controls
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Publication:5947270
DOI10.1023/A:1017555931930zbMath0983.93074MaRDI QIDQ5947270
Qing Zhang, Houmin Yan, El-Kébir Boukas, G. George Yin
Publication date: 23 April 2002
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1017555931930
90B30: Production models
93E20: Optimal stochastic control
93E35: Stochastic learning and adaptive control
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