Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint

Autor:	Liuhong Chen, Lisheng Hou, Meixin Xiong, Ju Ming
Rok vydání:	2021
Předmět:	Stochastic control Numerical Analysis Applied Mathematics Monte Carlo method Constraint (information theory) Computational Mathematics Stochastic gradient descent Elliptic partial differential equation Applied mathematics Cluster analysis Gradient method Analysis Mathematics Cluster based
Zdroj:	Numerical Methods for Partial Differential Equations. 38:1861-1879
ISSN:	1098-2426 0749-159X
DOI:	10.1002/num.22844
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::66c411c4436fb28f95ea956b7e4014e8 https://doi.org/10.1002/num.22844 Zobrazit plný text záznamu Plný text