Optimization based on information containing uncertainties

DOI10.1108/EUM0000000006548zbMath0987.90063MaRDI QIDQ2775849

Chen, Hanfu

Publication date: 28 February 2002

Published in: Kybernetes (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Random-seeking methods for the stochastic unconstrained optimization
• Analysis of recursive stochastic algorithms
• A Kiefer-Wolfowitz algorithm with randomized differences
• Stability and instability of limit points for stochastic approximation algorithms
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method

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