๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Solution of variational problems and of control problems by the stochastic gradient method

โœ Scribed by Z. V. Nekrylova

Publisher
Springer US
Year
1976
Tongue
English
Weight
266 KB
Volume
10
Category
Article
ISSN
1573-8337

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Solution of eigenvalue problems in Hilbe
Solution of eigenvalue problems in Hilbert spaces by a gradient method
โœ E.K. Blum; G.H. Rodrigue ๐Ÿ“‚ Article ๐Ÿ“… 1974 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 664 KB

A gradient technique is developed for computing a class of nonisolated stationary points, called C-stationary points, for a real functional F defined on a Hilbert space. It is shown that the least-squares solutions of the operator equation Ax = b are C-stationary points for the functional (1/2)IJ Ax

Solution of the Stochastic control probl
Solution of the Stochastic control problem in unbounded domains
โœ Prentiss Robinson; John Moore ๐Ÿ“‚ Article ๐Ÿ“… 1973 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 541 KB

Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of sing