STOCHASTIC QUASI-GRADIENT METHOD FOR OPTIMIZING THE PARAMETERS OF DYNAMIC-SYSTEMS

被引：0

作者：

ZAVRIEV, SK

PEREVOZCHIKOV, AG

机构：

来源：

CYBERNETICS | 1990年 / 26卷 / 04期

关键词：

D O I：

暂无

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

Two-stage stochastic optimization of dynamic system parameters is considered. It is shown that the original optimization problem can be approximated with any degree of accuracy by a finite-dimensional minimax stochastic problem. An arrow-Hurwicz type stochastic quasigradient algorithm is proposed for solving such problems.

引用

页码：601 / 608

页数：8

共 50 条

[11] Quasi-gradient models of the dynamics of closed chemical systems
V. I. Bykov
I. E. Starostin
Russian Journal of Physical Chemistry B, 2012, 6 : 33 - 37
[12] Stochastic quasi-gradient methods: variance reduction via Jacobian sketching
Gower, Robert M.
Richtarik, Peter
Bach, Francis
MATHEMATICAL PROGRAMMING, 2021, 188 (01) : 135 - 192
[13] Stochastic quasi-gradient methods: variance reduction via Jacobian sketching
Robert M. Gower
Peter Richtárik
Francis Bach
Mathematical Programming, 2021, 188 : 135 - 192
[14] CANONICAL STOCHASTIC DYNAMIC-SYSTEMS
MISAWA, T
YASUE, K
JOURNAL OF MATHEMATICAL PHYSICS, 1987, 28 (11) : 2569 - 2573
[15] CONVERGENCE OF DYNAMIC STOCHASTIC-APPROXIMATION METHOD FOR STOCHASTIC NONLINEAR MULTIDIMENSIONAL DYNAMIC-SYSTEMS
SOROUR, ES
KYBERNETIKA, 1978, 14 (01) : 28 - 37
[16] STOCHASTIC RUNAWAY OF DYNAMIC-SYSTEMS
PFIRSCH, D
GRAFF, P
PHYSICA A, 1986, 136 (2-3): : 393 - 416
[17] MIXED STOCHASTIC QUASI-GRADIENT AND PENALTY-FUNCTION METHOD FOR SOLVING MINIMAX PROBLEMS WITH COUPLED VARIABLES
ZAVRIEV, SK
PEREVOZCHIKOV, AG
CYBERNETICS AND SYSTEMS ANALYSIS, 1991, 27 (06) : 883 - 888
[18] CAUSALITY AND STOCHASTIC DYNAMIC-SYSTEMS
GILL, JB
PETROVIC, L
SIAM JOURNAL ON APPLIED MATHEMATICS, 1987, 47 (06) : 1361 - 1366
[19] Quasi-gradient models of the dynamics of combustion processes in closed systems
V. I. Bykov
I. E. Starostin
Doklady Physical Chemistry, 2013, 451 : 150 - 153
[20] Quasi-gradient models of the dynamics of combustion processes in closed systems
Bykov, V. I.
Starostin, I. E.
DOKLADY PHYSICAL CHEMISTRY, 2013, 451 : 150 - 153

← 1 2 3 4 5 →