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Construction of decision rules in stochastic approximation problems - MaRDI portal

Construction of decision rules in stochastic approximation problems

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Publication:1058458

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zbMath0564.90051MaRDI QIDQ1058458

D. B. Yudin

Publication date: 1984

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

zbMATH Keywords

stochastic approximation random parameters observation-decision information structure stochastic problems with a posteriori decision rules

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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