On the numerical solutions of stochastic optimization problem

DOI10.1109/9.580891zbMath1078.93576OpenAlexW2134863910MaRDI QIDQ4362309

Yu-Chi Ho

Publication date: 1997

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.580891

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Numerical optimization and variational techniques (65K10)

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