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Doklady Akademii Nauk SSSR, 1985, Volume 284, Number 3, Pages 564–567 (Mi dan47180)  
CYBERNETICS AND THE REGULATION THEORY

Optimal algorithms for stochastic optimization under multiplicative noise

A. S. Nemirovski, B. T. Polyak, Ya. Z. Tsypkin

Institute of Control Sciences, Moscow
Full-text PDF (436 kB)
Received: 14.08.1984
Bibliographic databases:
Document Type: Article
UDC: 62-50
Language: Russian
Citation: A. S. Nemirovski, B. T. Polyak, Ya. Z. Tsypkin, “Optimal algorithms for stochastic optimization under multiplicative noise”, Dokl. Akad. Nauk SSSR, 284:3 (1985), 564–567
Citation in format AMSBIB
\Bibitem{NemPolTsy85}
\by A.~S.~Nemirovski, B.~T.~Polyak, Ya.~Z.~Tsypkin
\paper Optimal algorithms for stochastic optimization under multiplicative noise
\jour Dokl. Akad. Nauk SSSR
\yr 1985
\vol 284
\issue 3
\pages 564--567
\mathnet{http://mi.mathnet.ru/dan47180}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=0805831}
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