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A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation - MaRDI portal

A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation (Q2080615)

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scientific article; zbMATH DE number 7598488
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English
A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation
scientific article; zbMATH DE number 7598488

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    A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation (English)
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    9 October 2022
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    optimal control
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    stochastic PDEs
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    stochastic approximation
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    regularization
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    projected stochastic subgradient
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