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An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints - MaRDI portal

An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints (Q6071809)

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scientific article; zbMATH DE number 7771529
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English
An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints
scientific article; zbMATH DE number 7771529

    Statements

    title
    An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints (English)
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    publication date
    29 November 2023
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    zbMATH Keywords
    ODE constrained optimal control problem
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    stochastic linear complementarity problem (LCP)
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    sample average approximation
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    implicit Euler time-stepping
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    convergence analysis
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    cites work
    Q4003375
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    Q3412823
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    Variational Analysis
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    Q3532992
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    Identifiers

    arXiv ID
    2208.07516
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    DOI
    10.1137/22m151594x
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    Mathematics Subject Classification ID
    49J15
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    49J45
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    49M25
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    49N10
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    90C15
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    90C33
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    zbMATH DE Number
    7771529
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    OpenAlex ID
    W4388668352
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