OPTCON3 : an active learning control algorithm for nonlinear quadratic stochastic problems
V. Blueschke-Nikolaeva, D. Blueschke, R. Neck
| Year of publication: |
2020
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|---|---|
| Authors: | Blueschke-Nikolaeva, V. ; Blueschke, D. ; Neck, Reinhard |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 56.2020, 1, p. 145-162
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| Subject: | Stochastic optimal control | Active learning | Dual control | Algorithms | Algorithmus | Algorithm | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming | Lernprozess | Learning process | Kybernetik | Cybernetics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09949-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012272022