PENALTY FUNCTION METHODS FOR CONSTRAINED STOCHASTIC APPROXIMATION

被引：7

作者：

KUSHNER, HJ

SANVICENTE, E

机构：

[1] BROWN UNIV, DIV APPL MATH, PROVIDENCE, RI 02912 USA

[2] BROWN UNIV, DIV ENGN, PROVIDENCE, RI 02912 USA

来源：

关键词：

D O I：

10.1016/0022-247X(74)90256-X

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：499 / 512

页数：14

共 9 条

[1]

[Anonymous], 1971, COMPUTATIONAL METHOD

[2]

Fiacco A., 1990, NONLINEAR PROGRAMMIN

[3] ACCELERATED STOCHASTIC-APPROXIMATION [J].

KESTEN, H .

ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (01) :41-59

KUSHNER, HJ ;

GAVIN, T .

[5] EXTENSIONS OF KESTENS ADAPTIVE STOCHASTIC APPROXIMATION METHOD [J].

KUSHNER, HJ ;

GAVIN, T .

[6]

KUSHNER HJ, 1973, CDS725 BROWN U REP

[7]

KUSHNER HJ, 1972, CDS725 BROWN U REP

[8]

KUSHNER HJ, TO BE PUBLISHED

[9]

SANVICENTE E, 1974, THESIS BROWN U