Method of gradient projection in stochastic-system optimization problems

MaRDI QIDQ1134126zbMATH OpenFDO

Authors V. A. Bodner, N. E. Rodnishchev, E. P. Yurikov

Publication date 1978

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

gradient projectionstochastic differential equationsstochastic systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Methods of reduced gradient type (90C52)

Cited in

(1)

• Mean-optimality principle for systems with random jump structure

This page was built for publication: Method of gradient projection in stochastic-system optimization problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1134126)