Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation.
Payman SadeghPublished in: Autom. (1997)
Keyphrases
- constrained optimization
- stochastic approximation
- monte carlo
- constrained optimization problems
- objective function
- penalty function
- constraint handling
- policy iteration
- closed form
- unconstrained optimization
- lagrange multipliers
- markov decision processes
- neural network
- markov chain
- semi supervised
- artificial neural networks
- genetic algorithm