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Sequential convex programming for non-linear stochastic optimal control - MaRDI portal

Sequential convex programming for non-linear stochastic optimal control (Q5043060)

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scientific article; zbMATH DE number 7608237
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Sequential convex programming for non-linear stochastic optimal control
scientific article; zbMATH DE number 7608237

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    Sequential convex programming for non-linear stochastic optimal control (English)
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    27 October 2022
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    nonlinear stochastic optimal control
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    sequential convex programming
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    convergence of Pontryagin extremal numerical deterministic reformulation
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