Pages that link to "Item:Q2865642"
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The following pages link to An effective gradient projection method for stochastic optimal control (Q2865642):
Displaying 19 items.
- A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control (Q292538) (← links)
- On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
- A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803) (← links)
- A stochastic gradient type algorithm for closed-loop problems (Q1013967) (← links)
- Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems (Q1678129) (← links)
- On the convergence of the gradient projection method for convex optimal control problems with bang-bang solutions (Q1753075) (← links)
- Numerical methods of successive elimination and optimization in stochastic optimal control (Q1803091) (← links)
- Stochastic Galerkin method for optimal control problem governed by random elliptic PDE with state constraints (Q1999877) (← links)
- A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties (Q2114838) (← links)
- Strong-order conditions of Runge-Kutta method for stochastic optimal control problems (Q2192638) (← links)
- Gradient dynamic optimization with Legendre chaos (Q2476212) (← links)
- Proximal point algorithm for an approximated stochastic optimal control problem (Q2706994) (← links)
- Gradient-projection and policy-iteration methods for solving optimization problems in STEOR networks (Q3328236) (← links)
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
- An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method (Q5044095) (← links)
- Investigating the effects of illiquidity on credit risks via new liquidity augmented stochastic volatility jump diffusion model (Q5093691) (← links)
- Meshfree Approximation for Stochastic Optimal Control Problems (Q5095683) (← links)
- Error analysis of the feedback controls arising in the stochastic linear quadratic control problems (Q6594935) (← links)
- Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems (Q6596347) (← links)
