Penalty function methods for constrained stochastic approximation

DOI10.1016/0022-247X(74)90256-XzbMATH Open0284.62055OpenAlexW2128041675MaRDI QIDQ1845280FDOQ1845280

Authors: Harold J. Kushner 

Publication date: 1974

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(74)90256-x

Mathematics Subject Classification ID

Statistical decision theory (62C99) Stochastic approximation (62L20) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• Stochastic approximation of constrained systems with system and constraint noise
• Penalty function methods for constrained stochastic approximation
• Accelerated Stochastic Approximation
• A versatile method for the Monte Carlo optimization of stochastic systems

Cited In (5)

• A method combining genetic algorithm with simultaneous perturbation stochastic approximation for linearly constrained stochastic optimization problems
• Stochastic approximation of constrained systems with system and constraint noise
• Penalty function methods for constrained stochastic approximation
• Title not available (Why is that?)
• Stochastic optimization algorithms of a Bayesian design criterion for Bayesian parameter estimation of nonlinear regression models: Application in pharmacokinetics

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