Stochastic approximation algorithms for constrained optimization problems
From MaRDI portal
Publication:1213722
DOI10.1214/aos/1176342759zbMath0296.62077OpenAlexW2031156925MaRDI QIDQ1213722
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342759
Optimal stochastic control (93E20) Stochastic approximation (62L20) Mathematical programming (90C99)
Related Items (14)
Inventory models under uncertainty: An adaptive approach ⋮ A stochastic steepest-descent algorithm ⋮ Unnamed Item ⋮ A stochastic algorithm using one sample point per iteration and diminishing step-sizes ⋮ A stochastic approximation counterpart of the feasible direction method ⋮ Asymptotic optimality in stochastic optimization ⋮ Stochastic approximation of constrained systems with system and constraint noise ⋮ Nonlinear programming methods in the presence of noise ⋮ General convergence results for stochastic approximations via weak convergence theory ⋮ Feasible direction methods for stochastic programming problems ⋮ Stochastic algorithms with Armijo stepsizes for minimization of functions ⋮ Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees ⋮ stochastic quasigradient methods and their application to system optimization† ⋮ Unnamed Item
This page was built for publication: Stochastic approximation algorithms for constrained optimization problems