An Efficient Gradient Projection Method for Stochastic Optimal Control Problems.

Bo Gong Wenbin Liu Tao Tang Weidong Zhao Tao Zhou

Published in: SIAM J. Numer. Anal. (2017)

Keyphrases

optimal control problems
optimal control
gradient projection method
solving nonlinear
production planning
control theory
differential equations
dynamic programming
control strategy
simulated annealing
infinite horizon
augmented lagrangian