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"A stochastic gradient type algorithm for closed-loop problems."

Kengy Barty, Jean-Sébastien Roy, Cyrille Strugarek (2009)

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DOI: 10.1007/S10107-007-0201-X

access: closed

type: Journal Article

metadata version: 2017-05-27

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Kengy Barty, Jean-Sébastien Roy, Cyrille Strugarek:
A stochastic gradient type algorithm for closed-loop problems. Math. Program. 119(1): 51-78 (2009)

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