Optimization based on information containing uncertainties

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	Optimization based on information containing uncertainties
	Chen, HF
	2001
发表期刊	KYBERNETES
ISSN	0368-492X
卷号	30 期号:9-10 页码:1177-1182
摘要	Considers the problem of finding extrema of an unknown function L ((.)) : IR' x R or the root set of its gradient f ((.))(Delta)= del L((.)) on the basis of observations, which may contain two kinds of uncertainties: random noise and structural uncertainties. The latter is caused by the fact that observations may not be made on the recent estimate, may not even be carried out on f ((.)) but on some other function. The optimization algorithm and conditions guaranteeing its convergence are given.
关键词	cybernetics stochastic modelling optimization
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Cybernetics
WOS记录号	WOS:000173337900014
出版者	EMERALD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15863
专题	系统科学研究所
通讯作者	Chen, HF
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Lab Syst & Control, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Chen, HF. Optimization based on information containing uncertainties[J]. KYBERNETES,2001,30(9-10):1177-1182.
APA	Chen, HF.(2001).Optimization based on information containing uncertainties.KYBERNETES,30(9-10),1177-1182.
MLA	Chen, HF."Optimization based on information containing uncertainties".KYBERNETES 30.9-10(2001):1177-1182.