A stochastic gradient type algorithm for closed-loop problems.
Kengy BartyJean-Sébastien RoyCyrille StrugarekPublished in: Math. Program. (2009)
Keyphrases
- stochastic gradient
- closed loop
- dynamic programming
- objective function
- learning algorithm
- cost function
- np hard
- particle swarm optimization
- stochastic gradient descent
- multi objective
- computational complexity
- support vector machine svm
- optimization algorithm
- control system
- convergence rate
- semidefinite programming
- feedback control
- open loop
- similarity measure