A new look at the Lagrange method for continuous-time stochastic optimization (Q1934408)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new look at the Lagrange method for continuous-time stochastic optimization |
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A new look at the Lagrange method for continuous-time stochastic optimization (English)
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28 January 2013
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stochastic optimization
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Lagrange method
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extremal point
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optional projection
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Fréchet derivative
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subdifferential
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