Stochastic quasigradient method for quadratic optimization under dependent observations

zbMath0797.93050MaRDI QIDQ1320839

S. V. Shil'man

Publication date: 24 May 1994

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

zbMATH Keywords

quadratic optimizationquasigradient method

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (1)

A derivative algorithm for inexact quadratic program -- application to environmental decision-making under uncertainty

This page was built for publication: Stochastic quasigradient method for quadratic optimization under dependent observations