Stochastic generalized gradient methods in problems of dynamic systems synthesis

MaRDI QIDQ2366326zbMATH OpenFDO

Authors S. K. Zavriev, A. Perevozchikov

Publication date 29 June 1993

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

mathematical expectationfinite dimensional minimax problem

Mathematics Subject Classification ID

Synthesis problems (93B50) Optimal stochastic control (93E20)

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Cited in

(5)

• DYNAMICAL, SYMPLECTIC AND STOCHASTIC PERSPECTIVES ON GRADIENT-BASED OPTIMIZATION
• Stochastic quasigradient method for optimizing the parameters of dynamic systems
• Stochastic differentiation: A generalized approach
• A Dynamical-System Analysis of the Optimum s-Gradient Algorithm
• Generalized SAV approaches for gradient systems

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