A versatile method for the Monte Carlo optimization of stochastic systems

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Publication:4770318

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DOI10.1080/00207177308932573zbMath0283.93055OpenAlexW1973527908MaRDI QIDQ4770318

T. Gavin, Harold J. Kushner

Publication date: 1973

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177308932573

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Optimal stochastic control (93E20) Stochastic approximation (62L20) Stochastic processes (60G99)

Related Items (3)

Unnamed Item ⋮ The Monte Carlo method ⋮ Penalty function methods for constrained stochastic approximation

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