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

[31] A QUASI-GRADIENT METHOD FOR THE IDENTIFICATION OF PHYSICAL PARAMETERS DESCRIBED BY LINEAR INTEGRAL 1ST-ORDER EQUATIONS
YASHKIR, OV
YASHKIR, YN
AVTOMATIKA, 1982, (01): : 15 - 19
[32] Optimising Pumping Activation in Multi-Reservoir Water Supply Systems under Uncertainty with Stochastic Quasi-Gradient Methods
Giovanni M. Sechi
Alexei A. Gaivoronski
Jacopo Napolitano
Water Resources Management, 2019, 33 : 1881 - 1895
[33] OPTIMIZATION OF PARAMETERS OF DISCONTINUOUS DYNAMIC-SYSTEMS
ASHCHEPKOV, LT
BADAM, U
AUTOMATION AND REMOTE CONTROL, 1979, 40 (08) : 1111 - 1117
[34] DIAGNOSIS OF DYNAMIC-SYSTEMS WITH FLUCTUATING PARAMETERS
RUELLE, D
PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL AND PHYSICAL SCIENCES, 1987, 413 (1844) : 5 - 8
[35] A METHOD OF IDENTIFYING DYNAMIC-SYSTEMS
BATENKO, AP
ENGINEERING CYBERNETICS, 1979, 17 (04): : 145 - 149
[36] BIFURCATION OF SINGULAR POINTS OF GRADIENT DYNAMIC-SYSTEMS
KHESIN, BA
FUNCTIONAL ANALYSIS AND ITS APPLICATIONS, 1986, 20 (03) : 250 - 252
[37] ESTIMATION OF PARAMETERS OF DYNAMIC-SYSTEMS WITH LAG
LOAN, NT
TUAN, NM
MEASUREMENT TECHNIQUES USSR, 1992, 35 (07): : 764 - 767
[38] ESTIMATION OF NOISE PARAMETERS IN DYNAMIC-SYSTEMS
DOVBYSH, IG
DOPOVIDI AKADEMII NAUK UKRAINSKOI RSR SERIYA A-FIZIKO-MATEMATICHNI TA TECHNICHNI NAUKI, 1986, (12): : 48 - 50
[39] ESTIMATION OF PARAMETERS OF CONTROLLED DYNAMIC-SYSTEMS
TERTYCHNYY, VY
SOVIET JOURNAL OF COMPUTER AND SYSTEMS SCIENCES, 1988, 26 (06): : 71 - 75
[40] THE SENSITIVITY ANALYSIS OF STOCHASTIC NONLINEAR DYNAMIC-SYSTEMS
SOCHA, L
JOURNAL OF SOUND AND VIBRATION, 1986, 110 (02) : 271 - 288

← 1 2 3 4 5 →