Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions
- Author
- WANG, I.-Jeng1 ; SPALL, James C1
[1] The Johns Hopkins University Applied Physics Laboratory, 11100 Johns Hopkins Road, Laurel, MD 20723-6099, United States - Source
International Journal of Control. 2008, Vol 81, Num 8, pp 1232-1238, 7 p ; ref : 3/4 p
- CODEN
- IJCOAZ
- ISSN
- 0020-7179
- Scientific domain
- Control theory, operational research
- Publisher
- Taylor & Francis, London
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Keyword (fr)
- Approche probabiliste Approximation stochastique Contrainte inégalité Fonction lagrangienne Fonction perturbation Fonction pénalité Fonction quadratique Fonction régulière Méthode pénalité Normalité asymptotique
- Keyword (en)
- Probabilistic approach Stochastic approximation Inequality constraint Lagrangian function Perturbation function Penalty function Quadratic function Smooth function Penalty method Asymptotic normality
- Keyword (es)
- Enfoque probabilista Aproximación estocástica Constreñimiento desigualdad Función perturbación Función penalidad Función cuadrática Función regular Método penalidad Normalidad asintótica
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02D Control theory. Systems
- Discipline
- Computer science : theoretical automation and systems
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20431473
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1080/00207170701611123 
https://dx.doi.org/10.1080/00207170701611123
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