Event-based optimization approach for solving stochastic decision problems with probabilistic constraint (Q828677)
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scientific article; zbMATH DE number 7343968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Event-based optimization approach for solving stochastic decision problems with probabilistic constraint |
scientific article; zbMATH DE number 7343968 |
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Event-based optimization approach for solving stochastic decision problems with probabilistic constraint (English)
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5 May 2021
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event-based optimization
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probabilistic constraint
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performance gradient
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policy iteration
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risk
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Lagrangian method
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