Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints (Q6423898)
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scientific article; zbMATH DE number 7837342
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints |
scientific article; zbMATH DE number 7837342 |
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19 January 2023
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math.OC
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Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints (English)
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