Lost in translation : explicitly solving nonlinear stochastic optimal control problems using the median objective value
Year of publication: |
August 2016
|
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Authors: | Savin, Ivan ; Blueschke, Dmitri |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 48.2016, 2, p. 317-338
|
Subject: | Differential evolution | Stochastic problems | Nonlinear optimization | Optimal control | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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