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On the convergence of the Sakawa-Shindo algorithm in stochastic control - MaRDI portal

On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797)

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scientific article; zbMATH DE number 6637798
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On the convergence of the Sakawa-Shindo algorithm in stochastic control
scientific article; zbMATH DE number 6637798

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    On the convergence of the Sakawa-Shindo algorithm in stochastic control (English)
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    12 October 2016
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    stochastic control
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    Pontryagin's maximum principle
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    first order algorithm
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