On sampling controlled stochastic approximation

DOI10.1109/9.133185zbMath0749.93081OpenAlexW2168727351MaRDI QIDQ3981754

Paul Dupuis, Rahul Simha

Publication date: 26 June 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/db42b23c0284e527cffb66fcf5feb4d2fe3d2440

zbMATH Keywords

Robbins-Monro algorithmgradient based routing algorithmsampling controlled stochastic approximation

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

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