Algorithms for stochastic optimization with functional or expectation constraints

This paper considers the problem of minimizing an expectation function over a closed convex set, coupled with a {\color{black} functional or expectation} constraint on either decision variables or problem parameters. We first present a new stochastic approximation (SA) type algorithm, namely the cooperative SA (CSA), to handle problems with the constraint on devision variables... (read more)

Results in Papers With Code
(↓ scroll down to see all results)