STOCHASTIC APPROXIMATION TYPE METHODS FOR CONSTRAINED SYSTEMS - ALGORITHMS AND NUMERICAL RESULTS

被引:12
作者
KUSHNER, HJ [1 ]
GAVIN, T [1 ]
机构
[1] BROWN UNIV,DEPT APPL MATH & ENGN,PROVIDENCE,RI 02912
关键词
D O I
10.1109/TAC.1974.1100580
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:349 / 357
页数:9
相关论文
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[Anonymous], 1971, COMPUTATIONAL METHOD
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[5]   VERSATILE METHOD FOR MONTE-CARLO OPTIMIZATION OF STOCHASTIC SYSTEMS [J].
KUSHNER, HJ ;
GAVIN, T .
INTERNATIONAL JOURNAL OF CONTROL, 1973, 18 (05) :963-975
[6]   EXTENSIONS OF KESTENS ADAPTIVE STOCHASTIC APPROXIMATION METHOD [J].
KUSHNER, HJ ;
GAVIN, T .
ANNALS OF STATISTICS, 1973, 1 (05) :851-861
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KUSHNER HJ, TO BE PUBLISHED
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KUSHNER HJ, CDS725 BROWN U REP
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KUSHNER HJ, CDS721 BROWN U REP