Numerical studies of stochastic approximation procedures for constrained problems

DOI10.1109/TAC.1977.1101505zbMATH Open0364.62083OpenAlexW1975779574MaRDI QIDQ4139523FDOQ4139523

Authors: Harold J. Kushner, S. Lakshmivarahan 

Publication date: 1977

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1977.1101505

Mathematics Subject Classification ID

Stochastic approximation (62L20) Nonlinear programming (90C30)

Cited In (1)

• A method combining genetic algorithm with simultaneous perturbation stochastic approximation for linearly constrained stochastic optimization problems

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