Some methods for numerical solution of continuous convex stochastic optimal control problems
type: Item
instance of: scholarly article
title: Some methods for numerical solution of continuous convex stochastic optimal control problems
zbMATH Open document ID: 0785.65078
published in: Computational Mathematics and Mathematical Physics
publication date: 1992-09-26T00:00:00Z
review text: See the review in Zbl 0753.65053.
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 49M30
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
zbMATH DE Number: 56550
zbMATH Keywords: convex optimal control problem
zbMATH Keywords: integral cost functional
zbMATH Keywords: random disturbances
zbMATH Keywords: iterative algorithms
zbMATH Keywords: penalty function methods
zbMATH Keywords: stochastic quasigradients method
author: N. M. Novikova
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 56550