Some methods for numerical solution of continuous convex stochastic optimal control problems (Q3362176)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4216779
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Some methods for numerical solution of continuous convex stochastic optimal control problems |
scientific article; zbMATH DE number 4216779 |
Statements
1991
0 references
convex optimal control problem
0 references
integral cost functional
0 references
random disturbances
0 references
iterative algorithms
0 references
penalty function methods
0 references
stochastic quasigradients method
0 references
0.8477976322174072
0 references
0.8159735798835754
0 references
0.8124115467071533
0 references
0.8110722899436951
0 references
0.8110722899436951
0 references
