Dynamic stochastic approximation of nonstationary solution of constrained extremum problem

zbMath0481.93070MaRDI QIDQ1162485

V. E. Khejsin, Vladimir Katkovnik

Publication date: 1980

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

zbMATH Keywords

constrained extremum problemdynamic stochastic approximationuniversal deviation function

Mathematics Subject Classification ID

Stochastic programming (90C15) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20) Stochastic approximation (62L20) Existence of optimal solutions to problems involving randomness (49J55)

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