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"Stochastic optimisation with inequality constraints using simultaneous ..."

I-Jeng Wang, James C. Spall (2008)

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DOI: 10.1080/00207170701611123

access: closed

type: Journal Article

metadata version: 2017-05-17

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I-Jeng Wang, James C. Spall:
Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions. Int. J. Control 81(8): 1232-1238 (2008)

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