Stochastic approximation algorithms for constrained optimization via simulation (Q4635177)
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scientific article; zbMATH DE number 6859963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic approximation algorithms for constrained optimization via simulation |
scientific article; zbMATH DE number 6859963 |
Statements
Stochastic approximation algorithms for constrained optimization via simulation (English)
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16 April 2018
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Lagrange multiplier
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smoothed functional estimates
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simultaneous perturbation stochastic approximation estimates
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simulation-based constrained optimization
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inequality constraints
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stochastic approximation
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