Random sampling-based gradient descent method for optimal control problems with variance reduction

DOI10.1142/S0218202525500514MaRDI QIDQ6899342zbMATH OpenFDO

Authors Jeongho Kim, Dongnam Ko, Chohong Min, Byungjoon Lee

Publication date 14 November 2025

Published in M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0218202525500514

zbMATH Keywords

optimal control problemrandom batch methodstochastic variance reduced gradient

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical optimization and variational techniques (65K10) Application models in control theory (93C95)

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