Stochastic Approximation Methods for Systems over an Infinite Horizon

DOI10.1137/S0363012994263743MaRDI QIDQ4876726zbMATH OpenOpenAlexFDO

Authors 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

asymptotic propertiesoptimizationstochastic approximation algorithms

Mathematics Subject Classification ID

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

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• Stochastic model predictive control with adaptive constraint tightening for non-conservative chance constraints satisfaction
• Adaptive decentralized control under non-uniqueness of the optimal control
• Stability and convergence of stochastic approximation procedures under Markovian structural perturbations
• Stochastic approximation: Theory and applications
• scientific article; zbMATH DE number 4131512 (Why is no real title available?)
• Comparative Analysis of Stochastic Identification Methods and Fault Diagnosis for Multi-mode Discrete Systems

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