Method of gradient projection in stochastic-system optimization problems

zbMath0422.93104MaRDI QIDQ1134126

V. A. Bodner, E. P. Yurikov, N. E. Rodnishchev

Publication date: 1978

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsstochastic systemsgradient projection

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Methods of reduced gradient type (90C52)

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