On the convergence of the Sakawa-Shindo algorithm in stochastic control
DOI10.3934/MCRF.2016008zbMATH Open1345.93164OpenAlexW2286772582MaRDI QIDQ326797FDOQ326797
Authors: Justina Gianatti, Francisco J. Silva, J. Frédéric Bonnans 
Publication date: 12 October 2016
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mcrf.2016008
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Cited In (7)
- A modified MSA for stochastic control problems
- Convergence properties of an algorithm for solving non-differentiable optimal control problems
- An efficient gradient projection method for stochastic optimal control problems
- Newton method for stochastic control problems
- The modified MSA, a gradient flow and convergence
- Title not available (Why is that?)
- A successive approximation algorithm for stochastic control problems
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