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Avtomatika i Telemekhanika, 2015, Issue 5, Pages 43–59 (Mi at14231)  
This article is cited in 12 scientific papers (total in 12 papers)

Topical issue

Stochastic approximation search algorithms with randomization at the input

O. N. Granichin

Saint Petersburg State University, St. Petersburg, Russia
Full-text PDF (309 kB) Citations (12)
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Abstract: This work presents a comprehensive survey of the development of pseudogradient stochastic approximation algorithms with randomized input disturbance, considers the problems of their applicability in optimization problems with linear constraints, and discusses new possibilities to use them for multiagent control for load balancing of nodes in computational networks. Justifications of the algorithms' correctness and their optimal convergence rate are based on the foundational works of B. T. Polyak.
Presented by the member of Editorial Board: P. S. Shcherbakov

Received: 01.12.2014
English version:
Automation and Remote Control, 2015, Volume 76, Issue 5, Pages 762–775
DOI: https://doi.org/10.1134/S0005117915050033
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: O. N. Granichin, “Stochastic approximation search algorithms with randomization at the input”, Avtomat. i Telemekh., 2015, no. 5, 43–59; Autom. Remote Control, 76:5 (2015), 762–775
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/at14231
  • https://www.mathnet.ru/eng/at/y2015/i5/p43
    • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Full-text PDF :79
    References:41
    First page:34
     
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