DOI

Multidimensional stochastic optimization plays an important role in analysis and control of many technical systems. To solve the challenging multidimensional problems of optimization, it was suggested to use the randomized algorithms of stochastic approximation with perturbed input which are not just simple, but also provide consistent estimates of the unknown parameters for observations in "almost arbitrary" noise. Optimal methods of choosing the parameters of algorithms were motivated.

Original languageEnglish
Pages (from-to)252-262
Number of pages11
JournalAutomation and Remote Control
Volume64
Issue number2
DOIs
StatePublished - 1 Jan 2003

    Scopus subject areas

  • Control and Systems Engineering

    Research areas

  • PERTURBATION GRADIENT APPROXIMATION

ID: 32480662