Iterative decomposition of stochastic optimization problems with first-order partial differential equations

DOI10.1016/0041-5553(82)90128-8zbMATH Open0538.49025OpenAlexW1993041576MaRDI QIDQ3324533

Yu. A. Below

Publication date: 1982

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(82)90128-8

zbMATH Keywords

boundary controlstochastic coefficientsiterative decomposition

Mathematics Subject Classification ID

Optimal stochastic control (93E20) PDEs with randomness, stochastic partial differential equations (35R60) Initial-boundary value problems for first-order hyperbolic systems (35L50) Decomposition methods (49M27) Existence theories for optimal control problems involving partial differential equations (49J20) First-order hyperbolic systems (35L40) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (4)

Iterative stochastic methods for solving variational problems of mathematical physics and operations research ⋮ Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming ⋮ Stochastic first-order methods with random constraint projection ⋮ General convergence analysis of stochastic first-order methods for composite optimization

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