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Avtomatika i Telemekhanika, 1980, Issue 6, Pages 70–79 (Mi at7107)  
Adaptive Systems

Dynamic stochastic approximation of nonstationary solution to a conditional extremum problem

V. Ya. Katkovnik, V. E. Kheisin

Leningrad
Full-text PDF (1864 kB)
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
Bibliographic databases:
Document Type: Article
UDC: 62-506
Language: Russian
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
Citation in format AMSBIB
\Bibitem{KatKhe80}
\by V.~Ya.~Katkovnik, V.~E.~Kheisin
\paper Dynamic stochastic approximation of nonstationary solution to a conditional extremum problem
\jour Avtomat. i Telemekh.
\yr 1980
\issue 6
\pages 70--79
\mathnet{http://mi.mathnet.ru/at7107}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=627205}
\zmath{https://zbmath.org/?q=an:0481.93070}
\transl
\jour Autom. Remote Control
\yr 1980
\vol 41
\issue 6
\pages 794--801
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