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Polyak, B. T.; Tsypkin, Ya. Z.

Robust pseudogradient adaptation algorithms. (English. Russian original) Zbl 0465.93094

Autom. Remote Control 41, 1404-1409 (1981); translation from Avtom. Telemekh. 1980, No. 10, 91-97 (1980).
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scan of Zbl 0465.93094

Cited in 6 Documents

MSC:

93E25 Computational methods in stochastic control (MSC2010)
93E20 Optimal stochastic control
90C52 Methods of reduced gradient type

Keywords:

robust pseudogradient adaptation algorithms; recursive algorithm; random noise; robust statistical procedures
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