Stochastic Approximation Algorithms of the Multiplier Type for the Sequential Monte Carlo Optimization of Stochastic Systems

DOI10.1137/0314053zbMath0362.93036OpenAlexW2083535581MaRDI QIDQ4137051

Harold J. Kushner, Milton L. Kelmanson

Publication date: 1976

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0314053

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic approximation (62L20)

Related Items (1)

General convergence results for stochastic approximations via weak convergence theory

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