Stochastic generalized gradient methods in problems of dynamic systems synthesis

zbMath0787.93033MaRDI QIDQ2366326

A. G. Perevozchikov, S. K. Zavriev

Publication date: 29 June 1993

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

mathematical expectationfinite dimensional minimax problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Synthesis problems (93B50)

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