Chapter: Open-Loop Control: The Stochastic Gradient Method

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Home > Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming > Open-Loop Control: The Stochastic Gradient Method

Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming |

Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara

Springer International Publishing

Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming

Open-Loop Control: The Stochastic Gradient Method

Chapter Info

Authors

Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara

ARI Id

1664313708582_1171335

Access

Not Available Free

Pages

27-62

DOI

10.1007/978-3-319-18138-7_2

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-319-18138-7_2

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Chapters/Headings	Author(s)	Pages	Info
Front Matter		i-xvii
Front Matter		1-1
Issues and Problems in Decision Making Under Uncertainty	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	3-26
Open-Loop Control: The Stochastic Gradient Method	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	27-62
Front Matter		63-63
Tools for Information Handling	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	65-93
Information and Stochastic Optimization Problems	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	95-132
Optimality Conditions for Stochastic Optimal Control (SOC) Problems	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	133-152
Front Matter		153-153
Discretization Methodology for Problems with Static Information Structure (SIS)	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	155-180
Numerical Algorithms	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	181-207
Front Matter		209-209
Convergence Issues in Stochastic Optimization	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	211-252
Front Matter		253-253
Multi-Agent Decision Problems	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	255-292
Dual Effect for Multi-Agent Stochastic Input-Output Systems	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	293-307
Back Matter		309-362
Chapters/Headings	Author(s)	Pages	Info

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