Stochastic Approximation Algorithms of the Multiplier Type for the Sequential Monte Carlo Optimization of Stochastic Systems
- 1 August 1976
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 14 (5), 827-842
- https://doi.org/10.1137/0314053
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Combined Primal-Dual and Penalty Methods for Constrained MinimizationSIAM Journal on Control, 1975
- Stochastic approximation type methods for constrained systems: Algorithms and numerical resultsIEEE Transactions on Automatic Control, 1974
- Stochastic Approximation Algorithms for Constrained Optimization ProblemsThe Annals of Statistics, 1974
- Augmented Lagrange Multiplier Functions and Duality in Nonconvex ProgrammingSIAM Journal on Control, 1974
- Penalty function methods for constrained stochastic approximationJournal of Mathematical Analysis and Applications, 1974
- Use of the augmented penalty function in mathematical programming problems, part 1Journal of Optimization Theory and Applications, 1971