Computation of Descent Directions in Stochastic Optimization Problems with Invariant Distributions

DOI10.1002/ZAMM.19850650813MaRDI QIDQ5903015zbMATH OpenOpenAlexFDO

Authors Kurt Marti, Erich Fuchs

Publication date 1985

Published in ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/zamm.19850650813

zbMATH Keywords

convergence ratesemi-stochastic approximation

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cites work

• scientific article; zbMATH DE number 5122486 (Why is no real title available?)
• scientific article; zbMATH DE number 3712886 (Why is no real title available?)
• scientific article; zbMATH DE number 3513162 (Why is no real title available?)
• scientific article; zbMATH DE number 3434940 (Why is no real title available?)
• Introduction to stochastic control theory

This page was built for publication: Computation of Descent Directions in Stochastic Optimization Problems with Invariant Distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5903015)