Stochastic approximation of constrained systems with system and constraint noise

DOI10.1016/0005-1098(75)90086-2zbMath0309.93045OpenAlexW2045529264MaRDI QIDQ1219237

Harold J. Kushner, Emilio Sanvicente

Publication date: 1975

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(75)90086-2

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic approximation (62L20) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to approximations and expansions (41-00)

Related Items

A method combining genetic algorithm with simultaneous perturbation stochastic approximation for linearly constrained stochastic optimization problems, General convergence results for stochastic approximations via weak convergence theory, stochastic quasigradient methods and their application to system optimization^†, Penalty function methods for constrained stochastic approximation

Cites Work

• Stochastic approximation algorithms for constrained optimization problems
• Penalty function methods for constrained stochastic approximation
• Stochastic approximation type methods for constrained systems: Algorithms and numerical results
• Convergence Conditions for Nonlinear Programming Algorithms
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