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A Stochastic Gradient Descent Approach for Stochastic Optimal Control

East Asian Journal on Applied Mathematics, 2020
In this work, we introduce a stochastic gradient descent approach to solve the stochastic optimal control problem through stochastic maximum principle. The motivation that drives our method is the gradient of the cost functional in the stochastic optimal
Richard Archibald
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An Alternating Direction Method of Multipliers for Optimal Control Problems Constrained with Elliptic Equations

Advances in Applied Mathematics and Mechanics, 2020
In this paper, we propose an efficient numerical method for the optimal control problem constrained by elliptic equations. Being approximated by the finite element method (FEM), the continuous optimal control problem is discretized into a finite ...
Jinda Yang
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A hybrid finite element/finite difference method for reconstruction of dielectric properties of conductive objects

International Conference on Electromagnetics in Advanced Applications
The aim of this article is to present a hybrid finite element/finite difference method which is used for reconstructions of electromagnetic properties within a realistic breast phantom.
Eric Lindström, Larisa Beilina
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Safeguarded Augmented Lagrangian Methods in Banach Spaces

International Series of Numerical Mathematics, 2021
C. Kanzow, Veronika Karl, D. Wachsmuth
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