scientific article
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Publication:3896848
zbMath0449.90076MaRDI QIDQ3896848
Dean S. Clark, Harold J. Kushner
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergencecontrol theoryMonte-Carlo methodweak convergence of measuresKuhn-Tucker pointgradient projection type algorithmconstrained stochastic approximationadaptive systems theoryconstrained Monte-Carlo optimizationstochastic approximation projection algorithm
Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Stochastic programming (90C15) Methods of reduced gradient type (90C52)
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