Newton-based stochastic extremum seeking

DOI10.1016/J.AUTOMATICA.2013.12.023zbMath1298.93358DBLPjournals/automatica/LiuK14OpenAlexW2012990099WikidataQ59621520 ScholiaQ59621520MaRDI QIDQ462393

Shu-Jun Liu, Krstić, Miroslav

Publication date: 20 October 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2013.12.023

zbMATH Keywords

extremum seekingstochastic averagingNewton algorithm

Mathematics Subject Classification ID

Newton-type methods (49M15) Stochastic programming (90C15) Optimal stochastic control (93E20)

Related Items (9)

Bounded extremum seeking with discontinuous dithers ⋮ Almost sure convergence of extremum seeking algorithm using stochastic perturbation ⋮ Design and stability analysis of multivariate extremum seeking with Newton method ⋮ Extremum seeking for distributed delays ⋮ 100 years of extremum seeking: a survey ⋮ Design of optimal lighting control strategy based on multi-variable fractional-order extremum seeking method ⋮ Predictor Feedback for Extremum Seeking with Delays ⋮ Extremum seeking for optimal control problems with unknown time-varying systems and unknown objective functions ⋮ The design and performance analysis of multivariate fractional-order gradient-based extremum seeking approach

Cites Work

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• Newton-Like Extremum-Seeking for the Control of Thermoacoustic Instability
• Stochastic Averaging in Continuous Time and Its Applications to Extremum Seeking
• Extremum seeking control for discrete-time systems

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