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优化算法的复杂度分析 期刊论文
中国科学. 数学, 2020, 卷号: 50, 期号: 9, 页码: 1271-1336
Authors:  王奇超;  文再文;  蓝光辉;  袁亚湘
Favorite  |  View/Download:12/0  |  Submit date:2021/01/14
optimization method  complexity analysis  accelerated gradient method  conditional gradient method  stochastic optimization method  优化算法  复杂度分析  加速梯度法  条件梯度法  随机优化算法  
AN EFFICIENT GRADIENT PROJECTION METHOD FOR STOCHASTIC OPTIMAL CONTROL PROBLEMS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 6, 页码: 2982-3005
Authors:  Gong, Bo;  Liu, Wenbin;  Tang, Tao;  Zhao, Weidong;  Zhou, Tao
Favorite  |  View/Download:17/0  |  Submit date:2018/07/30
stochastic optimal control  gradient projection methods  backward stochastic differential equations  conditional expectations