On the Convergence of a Penalty-Type Stochastic Optimization Procedure

DOI10.1080/02522667.1981.10698707zbMath0474.62080OpenAlexW2105832139MaRDI QIDQ3928862

Georg Ch. Pflug

Publication date: 1981

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1981.10698707

zbMATH Keywords

penalty functionspointwise convergence

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Stochastic approximation (62L20)

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