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
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|---|---|---|---|
| default for all languages | No label defined |
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| 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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Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints (English)
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0.8677509427070618
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0.8465356826782227
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0.8337993025779724
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0.8107126355171204
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