Pages that link to "Item:Q4596726"

The following pages link to An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726):

Displaying 21 items.

• An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations (Q1751062) (← links)
• Space mapping-based receding horizon control for stochastic interacting particle systems: dogs herding sheep (Q1980966) (← links)
• An efficient numerical algorithm for solving data driven feedback control problems (Q2219806) (← links)
• A backward SDE method for uncertainty quantification in deep learning (Q2676245) (← links)
• Gradient-projection and policy-iteration methods for solving optimization problems in STEOR networks (Q3328236) (← links)
• (Q4904657) (← links)
• Data informed solution estimation for forward-backward stochastic differential equations (Q4995043) (← links)
• Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547) (← links)
• Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters (Q5074382) (← links)
• Approximate solution of the Hamilton-Jacobi-Bellman equation (Q5080103) (← links)
• (Q5323165) (← links)
• A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty (Q6041823) (← links)
• Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
• A stochastic maximum principle approach for reinforcement learning with parameterized environment (Q6105091) (← links)
• A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters (Q6111300) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation (Q6177464) (← links)
• A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle (Q6548536) (← links)
• Error analysis of the feedback controls arising in the stochastic linear quadratic control problems (Q6594935) (← links)
• Adjoint-based calibration of nonlinear stochastic differential equations (Q6642493) (← links)
• Inexact primal-dual active set iteration for optimal distribution control of stationary heat or cold source (Q6667713) (← links)