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Avtomatika i Telemekhanika, 1978, Issue 9, Pages 45–51 (Mi at9836)  
Stochastic Systems

The method of gradient projection in stochastic system optimization problems

V. A. Bodner, N. E. Rodnishchev, Y. P. Yurikov

Moscow, Kazan
Full-text PDF (933 kB)
Abstract: The paper is concerned with investigation of applicability for the method of gradient projection for searching the optimal control of systems described by stochastic differential equations. The method requires successive solution of a number of Cauchy problems for linear parabolic equations.

Received: 27.09.1977
Bibliographic databases:
Document Type: Article
UDC: 62-505
Language: Russian
Citation: V. A. Bodner, N. E. Rodnishchev, Y. P. Yurikov, “The method of gradient projection in stochastic system optimization problems”, Avtomat. i Telemekh., 1978, no. 9, 45–51; Autom. Remote Control, 39:9 (1979), 1298–1303
Citation in format AMSBIB
\Bibitem{BodRodYur78}
\by V.~A.~Bodner, N.~E.~Rodnishchev, Y.~P.~Yurikov
\paper The method of gradient projection in stochastic system optimization problems
\jour Avtomat. i Telemekh.
\yr 1978
\issue 9
\pages 45--51
\mathnet{http://mi.mathnet.ru/at9836}
\zmath{https://zbmath.org/?q=an:0422.93104}
\transl
\jour Autom. Remote Control
\yr 1979
\vol 39
\issue 9
\pages 1298--1303
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