On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797)
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English | On the convergence of the Sakawa-Shindo algorithm in stochastic control |
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On the convergence of the Sakawa-Shindo algorithm in stochastic control (English)
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12 October 2016
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stochastic control
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Pontryagin's maximum principle
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first order algorithm
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