A new look at the Lagrange method for continuous-time stochastic optimization
type: Item
instance of: scholarly article
title: A new look at the Lagrange method for continuous-time stochastic optimization
zbMATH Open document ID: 1259.90081
author: Xue Cheng
author: Jia-An Yan
published in: Science China. Mathematics
publication date: 2013-01-28T00:00:00Z
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 6131932
zbMATH Keywords: stochastic optimization
zbMATH Keywords: Lagrange method
zbMATH Keywords: extremal point
zbMATH Keywords: optional projection
zbMATH Keywords: Fréchet derivative
zbMATH Keywords: subdifferential
MaRDI profile type: Publication
full work available at URL: s11425-012-4519-3
OpenAlex ID: W2032488963
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DOI: 10.1007/S11425-012-4519-3
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description: scientific article; zbMATH DE number 6131932