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Avtomatika i Telemekhanika, 1984, Issue 6, Pages 95–104 (Mi at4753)  
This article is cited in 1 scientific paper (total in 1 paper)

Adaptive Systems

Criterial algorithms of stochastic optimization

B. T. Polyak, Ya. Z. Tsypkin

Moscow
Full-text PDF (1640 kB) Citations (1)
Abstract: The paper is concerned with criterial optimization problems where it is necessary to estimate the optimal value of the performance criterion while the coordinates of the extremum point are unimportant. The proposed algorithms solve criterial problems in the presence of random errors in measurements of the gradient and provide an optimal criterial rate of convergence.

Received: 25.01.1983
Bibliographic databases:
Document Type: Article
UDC: 62-505.7
Language: Russian
Citation: B. T. Polyak, Ya. Z. Tsypkin, “Criterial algorithms of stochastic optimization”, Avtomat. i Telemekh., 1984, no. 6, 95–104; Autom. Remote Control, 45:6 (1984), 766–774
Citation in format AMSBIB
\Bibitem{PolTsy84}
\by B.~T.~Polyak, Ya.~Z.~Tsypkin
\paper Criterial algorithms of stochastic optimization
\jour Avtomat. i Telemekh.
\yr 1984
\issue 6
\pages 95--104
\mathnet{http://mi.mathnet.ru/at4753}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=795649}
\zmath{https://zbmath.org/?q=an:0553.90075}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 6
\pages 766--774
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  • https://www.mathnet.ru/eng/at4753
  • https://www.mathnet.ru/eng/at/y1984/i6/p95
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
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    Full-text PDF :134
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