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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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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
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View/Download：222/0
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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
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View/Download：99/0
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Submit date：2018/07/30
stochastic optimal control
gradient projection methods
backward stochastic differential equations
conditional expectations
