publicacion-congreso

publicacion-congreso_detalle

congreso_autores: L.S. Aragone; J. Gianatti; P.A. Lotito; L.A. Parente.

congreso_titulo: Stochastic Descent vs Sample Average in Uncertain Minimax Control Problems.

congreso_resumen: We propose a stochastic descent algorithm for solving uncertain minimax control problems. At each iterate, the scheme randomly draws a sample point from the underlying probability space, computes a feasible direction and performs an Armijo step in order to obtain the next iterate. On some simple examples, we compare its performance with a descent algorithm based on sample average approximations, obtaining promissory numerical results.

congreso_tipo_reunion: Congreso.

congreso_tipo_trabajo: Artículo Breve.

congreso_produccion: Stochastic Descent vs Sample Average in Uncertain Minimax Control Problems.

congreso_reunion_cientifica: MACI.

congreso_lugar_reunion: Comodoro Rivadavia.

congreso_institucion_organizadora: ASAMACI.

congreso_publicado: publicado_si

congreso_lugar_publicacion: Comodoro Rivadavia

congreso_mes_reunion: 5

congreso_anio: 2017.

congreso_web: congresos_enlace_web