A method of computing the gradient and the Hessian of the quality criterion in parametric optimization of continuous-discrete stochastic systems (Q1359314)
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scientific article; zbMATH DE number 1026948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A method of computing the gradient and the Hessian of the quality criterion in parametric optimization of continuous-discrete stochastic systems |
scientific article; zbMATH DE number 1026948 |
Statements
A method of computing the gradient and the Hessian of the quality criterion in parametric optimization of continuous-discrete stochastic systems (English)
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26 June 1997
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continuous-discrete stochastic control systems
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gradient vector
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Hessian matrix
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quadratic quality criterion
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adjoint equations
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