Gradient method for computing optimal controls for stochastic differential equations (Q3028853)
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scientific article; zbMATH DE number 4016754
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Gradient method for computing optimal controls for stochastic differential equations |
scientific article; zbMATH DE number 4016754 |
Statements
Gradient method for computing optimal controls for stochastic differential equations (English)
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1987
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gradient method
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suboptimal control
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completely observable non- degenerated diffusion process with controlled drift
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0.824862003326416
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0.8034845590591431
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0.7912299633026123
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0.7801741361618042
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