Stochastic Perron for Stochastic Target Problems.
Erhan BayraktarJiaqi LiPublished in: J. Optim. Theory Appl. (2016)
Keyphrases
- stochastic optimization problems
- stochastic model
- stochastic optimization
- optimization problems
- optimal control problems
- search algorithm
- databases
- problems involving
- monte carlo
- image segmentation
- data sets
- decision problems
- benchmark problems
- artificial neural networks
- solving problems
- website
- markov processes
- stochastic nature
- search engine