On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797): Difference between revisions

@@ Property / DOI @@
-.3934/mcrf.2016008
@@ Property / DOI: 10.3934/mcrf.2016008 / rank @@
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@@ Property / author @@
-Joseph Frédéric Bonnans
@@ Property / author: Joseph Frédéric Bonnans / rank @@
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@@ Property / author @@
+Joseph Frédéric Bonnans
@@ Property / author: Joseph Frédéric Bonnans / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
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+M05
@@ Property / Mathematics Subject Classification ID: 49M05 / rank @@
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+K45
@@ Property / Mathematics Subject Classification ID: 49K45 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E25
@@ Property / Mathematics Subject Classification ID: 93E25 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H35
@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
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@@ Property / zbMATH DE Number @@
+6637798
@@ Property / zbMATH DE Number: 6637798 / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic control
@@ Property / zbMATH Keywords: stochastic control / rank @@
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@@ Property / zbMATH Keywords @@
+Pontryagin's maximum principle
@@ Property / zbMATH Keywords: Pontryagin's maximum principle / rank @@
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@@ Property / zbMATH Keywords @@
+first order algorithm
@@ Property / zbMATH Keywords: first order algorithm / rank @@
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+W2286772582
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+Sensitivity results in stochastic optimal control: A Lagrangian perspective
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@@ Property / cites work @@
+Q4742671
@@ Property / cites work: Q4742671 / rank @@
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@@ Property / cites work @@
+Stochastic maximum principle for distributed parameter systems
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+Linear Quadratic Optimal Stochastic Control with Random Coefficients
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+Convex programming in Hilbert space
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+Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work
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+Q4255599
@@ Property / cites work: Q4255599 / rank @@
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@@ Property / DOI @@
+.3934/MCRF.2016008
@@ Property / DOI: 10.3934/MCRF.2016008 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:326797