Stochastic approximation type methods for constrained systems: Algorithms and numerical results
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Publication:4768958
DOI10.1109/TAC.1974.1100580zbMath0282.93069MaRDI QIDQ4768958
Publication date: 1974
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
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Related Items (9)
A method combining genetic algorithm with simultaneous perturbation stochastic approximation for linearly constrained stochastic optimization problems ⋮ A stochastic steepest-descent algorithm ⋮ Unnamed Item ⋮ A stochastic algorithm using one sample point per iteration and diminishing step-sizes ⋮ A stochastic approximation counterpart of the feasible direction method ⋮ Stochastic approximation of constrained systems with system and constraint noise ⋮ Nonlinear programming methods in the presence of noise ⋮ Feasible direction methods for stochastic programming problems ⋮ Optimization algorithm with probabilistic estimation
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