An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints (Q6071809)
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scientific article; zbMATH DE number 7771529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints |
scientific article; zbMATH DE number 7771529 |
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An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints (English)
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29 November 2023
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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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