Penalty function methods for constrained stochastic approximation
- 1 May 1974
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 46 (2) , 499-512
- https://doi.org/10.1016/0022-247x(74)90256-x
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Extensions of Kesten's Adaptive Stochastic Approximation MethodThe Annals of Statistics, 1973
- A versatile method for the Monte Carlo optimization of stochastic systemsInternational Journal of Control, 1973
- Accelerated Stochastic ApproximationThe Annals of Mathematical Statistics, 1958