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Conference Papers Year : 2011

Optimal control under probability constraint

Abstract

1 Problem formulation 2 Modeling improvement 3 Stochastic Arrow-Hurwicz algorithm 4 Numerical results

Domains

Optimization and Control [math.OC]
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https://inria.hal.science/inria-00585861

Submitted on : Thursday, April 14, 2011-6:30:11 PM

Last modification on : Thursday, May 16, 2024-3:00:04 PM

Long-term archiving on: Friday, July 15, 2011-2:35:47 AM

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Dates and versions

inria-00585861 , version 1 (14-04-2011)

Identifiers

  • HAL Id : inria-00585861 , version 1

Cite

Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen. Optimal control under probability constraint. SADCO Kick off, Mar 2011, Paris, France. ⟨inria-00585861⟩

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ENPC ENSTA CERMICS PARISTECH SADCO_KICK_OFF SADCO ENPC-PROJETS-EUROPEENS UMA_ENSTA TDS-MACS
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