Stochastic approximation of constrained
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H.J Kushner; E Sanvicente
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Article
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1975
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Elsevier Science
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English
β 520 KB
Sequential Monte Carlo methods are frequently needed to optzmzze stochastic systems when the performance functwn is observed w~th additive nmse Analysis of convergent algorithms is especially zmportant when there are system parameter constraints. Sumnmry--The paper considers the problem of mmlmmng