A descent algorithm for constrained stochastic extrema

DOI10.1007/BF00926064zbMath0155.42804MaRDI QIDQ2526807

Yanyan Li

Publication date: 1967

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

ordinary differential equations

Related Items (1)

Optimal adaptive control: A non-linear separation theorem†

Cites Work

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• On stochastic problems: Calculus
• Stability and positive supermartingales
• Some Types of Optimal Control of Stochastic Systems
• Stochastic Estimation of the Maximum of a Regression Function
• Multidimensional Stochastic Approximation Methods

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