scientific article; zbMATH DE number 3939101

MaRDI QIDQ3712129zbMATH OpenFDO

Authors Guy Cohen, J. C. Culioli

Publication date 1986

zbMATH Keywords

Auxiliary Problem Principledecomposition/coordination algorithmshierarchical controlstochastic gradient

Mathematics Subject Classification ID

Stochastic programming (90C15) Hierarchical systems (93A13) Optimal stochastic control (93E20)

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(7)

• Modélisation d'algorithmes d'optimisation à stratégie aléatoire. (Modelling random search optimization algorithms)
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• Variational approaches and other contributions in stochastic optimization.
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