Convergence of a class of random search algorithms

MaRDI QIDQ2557211zbMATH OpenFDO

Authors O. Yu. Kul'chitskij, V. Katkovnik

Publication date 1972

Published in Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic approximation (62L20) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20)

Cited in

(7)

• Smoothed functional-based gradient algorithms for off-policy reinforcement learning: a non-asymptotic viewpoint
• On nonsmooth and discontinuous problems of stochastic systems optimization
• Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization
• Newton-based stochastic optimization using \(q\)-Gaussian smoothed functional algorithms
• Truncated Cauchy random perturbations for smoothed functional-based stochastic optimization
• Stochastic approximation algorithms: overview and recent trends.
• Smoothed functional algorithms for stochastic optimization using \(q\)-Gaussian distributions

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