Stochastic recursive inclusion in two timescales with an application to the Lagrangian dual problem (Q2833720)

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scientific article; zbMATH DE number 6656326
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    Stochastic recursive inclusion in two timescales with an application to the Lagrangian dual problem
    scientific article; zbMATH DE number 6656326

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      Stochastic recursive inclusion in two timescales with an application to the Lagrangian dual problem (English)
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      25 November 2016
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      set-valued dynamical systems
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      Lagrangian dual
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      optimization and control
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      stochastic approximation algorithms
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      differential inclusions
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      two timescales
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      constrained optimization
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