Distributed stochastic approximation for constrained and unconstrained optimization.

Pascal Bianchi Jérémie Jakubowicz

Published in: VALUETOOLS (2011)

Keyphrases

stochastic approximation
unconstrained optimization
constrained optimization
monte carlo
optimization methods
objective function
search methods
nonlinear optimization
trust region
penalty function
gradient method
special case
learning algorithm
search algorithm
global optimum
policy iteration