An Efficient Gradient Projection Method for Stochastic Optimal Control Problem with Expected Integral State Constraint (vol 102, 71, 2025)

被引：0

作者：

Wang, Qiming ^{[1
]}

Liu, Wenbin ^{[2
,3
]}

机构：

[1] Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China

[2] Beijing Normal Univ, Res Ctr Math, Zhuhai 519087, Peoples R China

[3] Beijing Normal Univ, Hong Kong Baptist Univ United Int Coll, Fac Business & Management, Zhuhai 519087, Peoples R China

来源：

JOURNAL OF SCIENTIFIC COMPUTING | 2025年 / 103卷 / 01期

关键词：

D O I：

10.1007/s10915-025-02829-w

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页数：1

共 28 条

[1] An Efficient Gradient Projection Method for Stochastic Optimal Control Problem with Expected Integral State Constraint
Wang, Qiming
Liu, Wenbin
JOURNAL OF SCIENTIFIC COMPUTING, 2025, 102 (03)
[2] AN EFFICIENT GRADIENT PROJECTION METHOD FOR STOCHASTIC OPTIMAL CONTROL PROBLEMS
Gong, Bo
Liu, Wenbin
Tang, Tao
Zhao, Weidong
Zhou, Tao
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 55 (06) : 2982 - 3005
[3] Integral constraint regularization method for fractional optimal control problem with pointwise state constraint
Wang, Fangyuan
Chen, Chuanjun
Zhou, Zhaojie
CHAOS SOLITONS & FRACTALS, 2024, 180
[4] AN EFFECTIVE GRADIENT PROJECTION METHOD FOR STOCHASTIC OPTIMAL CONTROL
Du, Ning
Shi, Jingtao
Liu, Wenbin
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2013, 10 (04) : 757 - 774
[5] A Multilevel Monte Carlo Approach for a Stochastic Optimal Control Problem Based on the Gradient Projection Method
Ye, Changlun
Luo, Xianbing
APPLIEDMATH, 2023, 3 (01): : 98 - 116
[6] FINITE ELEMENT APPROXIMATIONS OF AN OPTIMAL CONTROL PROBLEM WITH INTEGRAL STATE CONSTRAINT
Liu, Wenbin
Yang, Danping
Yuan, Lei
Ma, Chaoqun
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2010, 48 (03) : 1163 - 1185
[7] A POSTERIORI ERROR ESTIMATE OF OPTIMAL CONTROL PROBLEM OF PDE WITH INTEGRAL CONSTRAINT FOR STATE
Yuan, Lei
Yang, Danping
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2009, 27 (04) : 525 - 542
[8] A POSTERIORI ERROR ESTIMATE OF OPTIMAL CONTROL PROBLEM OF PDE WITH INTEGRAL CONSTRAINT FOR STATE
Lei Yuan Department of Mathematics
Journal of Computational Mathematics, 2009, 27 (04) : 525 - 542
[9] A REGULARIZED GRADIENT-PROJECTION METHOD IN A PARABOLIC OPTIMAL-CONTROL PROBLEM
OBRADOVIC, O
POTAPOV, MM
RAZGULIN, AV
COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS, 1992, 32 (08) : 1075 - 1083
[10] Finite Element Approximation of Space Fractional Optimal Control Problem with Integral State Constraint
Zhou, Zhaojie
Song, Jiabin
Chen, Yanping
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 13 (04) : 1027 - 1049

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