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Avtomatika i Telemekhanika, 1980, Issue 6, Pages 70–79
(Mi at7107)
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Adaptive Systems
Dynamic stochastic approximation of nonstationary solution to a conditional extremum problem
V. Ya. Katkovnik, V. E. Kheisin Leningrad
Abstract:
A universal misalignment function is proposed whose application in conventional unconditional optimization algorithms leads to algorithms which solve the conditional extremum problem rather than to a gradient. That function leads to algorithms of dynamic stochastic approximation.
Received: 18.07.1979
Citation:
V. Ya. Katkovnik, V. E. Kheisin, “Dynamic stochastic approximation of nonstationary solution to a conditional extremum problem”, Avtomat. i Telemekh., 1980, no. 6, 70–79; Autom. Remote Control, 41:6 (1980), 794–801
Linking options:
https://www.mathnet.ru/eng/at7107 https://www.mathnet.ru/eng/at/y1980/i6/p70
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