A descent algorithm for constrained stochastic extrema

DOI10.1007/BF00926064MaRDI QIDQ2526807zbMATH OpenFDO

Authors Yanyan Li

Publication date 1967

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00926064

zbMATH Keywords

ordinary differential equations

Cites work

• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3230865 (Why is no real title available?)
• Multidimensional Stochastic Approximation Methods
• On stochastic problems: Calculus
• Some Types of Optimal Control of Stochastic Systems
• Stability and positive supermartingales
• Stochastic Estimation of the Maximum of a Regression Function

Cited in

(1)

• Optimal adaptive control: A non-linear separation theorem†

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