✦ LIBER ✦

Convexity and convex approximations of discrete-time stochastic control problems with constraints

✍ Scribed by Eugenio Cinquemani; Mayank Agarwal; Debasish Chatterjee; John Lygeros

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Necessary conditions for optimality in a

✍ N. N. Bordunov 📂 Article 📅 1978 🏛 Springer US 🌐 English ⚖ 307 KB

Approximating infinite horizon stochasti

✍ Lisa A. Korf 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 378 KB

A method of stochastic subgradients with

✍ W. Syski 📂 Article 📅 1988 🏛 Springer 🌐 English ⚖ 696 KB

Convex programming in a space adjoint to

✍ A.M. Ter-Krikorov 📂 Article 📅 1976 🏛 Elsevier Science ⚖ 591 KB

Lossless convexification of a class of o

✍ Behçet Açıkmeşe; Lars Blackmore 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 425 KB

Extragradient-type method for optimal co

✍ Khoroshilova, Elena V. 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 250 KB