On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797)

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scientific article; zbMATH DE number 6637798
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    On the convergence of the Sakawa-Shindo algorithm in stochastic control
    scientific article; zbMATH DE number 6637798

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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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