Stochastic recursive inclusion in two timescales with an application to the Lagrangian dual problem (Q2833720)
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scientific article; zbMATH DE number 6656326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic recursive inclusion in two timescales with an application to the Lagrangian dual problem |
scientific article; zbMATH DE number 6656326 |
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Stochastic recursive inclusion in two timescales with an application to the Lagrangian dual problem (English)
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25 November 2016
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set-valued dynamical systems
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Lagrangian dual
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optimization and control
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stochastic approximation algorithms
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differential inclusions
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two timescales
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constrained optimization
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