Stochastic quasigradient method for optimizing the parameters of dynamic systems

DOI10.1007/BF01068202zbMath0748.90048OpenAlexW2060643639MaRDI QIDQ4007455

A. G. Perevozchikov, S. K. Zavriev

Publication date: 27 September 1992

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01068202

zbMATH Keywords

Arrow-Hurwicz type stochastic quasigradient algorithmdesign of a robot manipulatorfinite- dimensional minimax stochastic problemTwo-stage stochastic optimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonsmooth analysis (49J52) Stochastic programming (90C15) Automated systems (robots, etc.) in control theory (93C85) Existence of solutions for minimax problems (49J35) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

A method for solving two-person games with exclusions

Cites Work

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• The direct Lyapunov method in investigating the attraction of trajectories of finite-difference inclusions
• On some properties of the generalized gradient method
• Sufficient conditions for extremum, penalty functions and regularity

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