Sequential convex programming for non-linear stochastic optimal control
type: Item
instance of: scholarly article
title: Sequential convex programming for non-linear stochastic optimal control
zbMATH Open document ID: 1500.49014
published in: ESAIM: Control, Optimisation and Calculus of Variations
publication date: 2022-10-27T00:00:00Z
full work available at URL: https://arxiv.org/abs/2009.05182
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7608237
zbMATH Keywords: nonlinear stochastic optimal control
zbMATH Keywords: sequential convex programming
zbMATH Keywords: convergence of Pontryagin extremal numerical deterministic reformulation
MaRDI profile type: Publication
OpenAlex ID: W3084558633
arXiv ID: 2009.05182
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DOI: 10.1051/COCV/2022060
description: scientific article; zbMATH DE number 7608237