Random-seeking methods for the stochastic unconstrained optimization

DOI10.1080/00207177508922008MaRDI QIDQ4057454zbMATH OpenOpenAlexWikidataFDO

Authors Jacek Koronacki

Publication date 1975

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207177508922008

Mathematics Subject Classification ID

Sequential statistical methods (62L99) Survival analysis and censored data (62N99)

Cites work

• Stochastic approximation algorithms for the local optimization of functions with nonunique stationary points

Cited in

(5)

• Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
• Optimization based on information containing uncertainties
• Distributed subgradient-free stochastic optimization algorithm for nonsmooth convex functions over time-varying networks
• A Kiefer-Wolfowitz algorithm based iterative learning control for Hammerstein-Wiener systems
• Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods

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