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

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