Robust pseudogradient adaptation algorithms

MaRDI QIDQ1155025zbMATH OpenFDO

Authors Boris T. Polyak, Yakov Z. Tsypkin

Publication date 1980

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

recursive algorithmrandom noiserobust pseudogradient adaptation algorithmsrobust statistical procedures

Mathematics Subject Classification ID

Methods of reduced gradient type (90C52) Optimal stochastic control (93E20)

Cited in

(6)

• Algorithms of robust stochastic optimization based on mirror descent method
• A numerical method for solving stochastic programming problems with moment constraints on a distribution function
• Approximation-based approach to adaptive control of linear time-varying systems
• Stochastic approximation search algorithms with randomization at the input
• Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation
• Inventory models under uncertainty: An adaptive approach

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