Stochastic Approximation Methods for Systems over an Infinite Horizon

DOI10.1137/S0363012994263743zbMath0844.93082OpenAlexW2089256099MaRDI QIDQ4876726

Harold J. Kushner, Felisa J. Vázquez-Abad

Publication date: 6 May 1996

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

Full work available at URL: https://doi.org/10.1137/s0363012994263743

zbMATH Keywords

optimizationasymptotic propertiesstochastic approximation algorithms

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Stochastic approximation (62L20)

Related Items (2)

Stochastic model predictive control with adaptive constraint tightening for non-conservative chance constraints satisfaction ⋮ Adaptive decentralized control under non-uniqueness of the optimal control

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