Numerical studies of stochastic approximation procedures for constrained problems

DOI10.1109/TAC.1977.1101505MaRDI QIDQ4139523zbMATH OpenOpenAlexFDO

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

This page was built for publication: Numerical studies of stochastic approximation procedures for constrained problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4139523)