Dynamic stochastic approximation of nonstationary solution of constrained extremum problem

MaRDI QIDQ1162485zbMATH OpenFDO

Authors V. E. Khejsin, V. Katkovnik

Publication date 1980

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

zbMATH Keywords

constrained extremum problemdynamic stochastic approximationuniversal deviation function

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Stochastic approximation (62L20) Stochastic programming (90C15) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20)

This page was built for publication: Dynamic stochastic approximation of nonstationary solution of constrained extremum problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1162485)