Adaptive System Optimization Using Random Directions Stochastic Approximation

DOI10.1109/TAC.2016.2600643zbMath1366.90148arXiv1502.05577OpenAlexW2963644203MaRDI QIDQ5280408

Michael C. Fu, Steve Marcus, L. A. Prashanth, Shalabh Bhatnagar

Publication date: 27 July 2017

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

Full work available at URL: https://arxiv.org/abs/1502.05577

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15) Adaptive control/observation systems (93C40)

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