Adaptive System Optimization Using Random Directions Stochastic Approximation

DOI10.1109/TAC.2016.2600643zbMath1366.90148arXiv1502.05577OpenAlexW2963644203MaRDI QIDQ5280408

Michael C. Fu, Steve Marcus, L. A. Prashanth, Shalabh Bhatnagar

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.05577

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15) Adaptive control/observation systems (93C40)

Related Items (4)

On stochastic extremum seeking via adaptive perturbation-demodulation loop ⋮ Risk-Sensitive Reinforcement Learning via Policy Gradient Search ⋮ How to catch a lion in the desert: on the solution of the coverage directed generation (CDG) problem ⋮ Extremum Seeking Control with Two-Sided Stochastic Perturbations

This page was built for publication: Adaptive System Optimization Using Random Directions Stochastic Approximation