Proximal Limited-Memory Quasi-Newton Methods for Scenario-based Stochastic Optimal Control * *The work of the second author was supported by the EU-funded H2020 research project DISIRE, grant agreement No. 636834. The work of the fourth author was supported by the KU Leuven Research Council under BOF/STG-15-043.

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Authors: Ajay Kumar Sampathirao, Pantelis Sopasakis, Alberto Bemporad, Panagiotis Patrinos

Journal title: IFAC-PapersOnLine

Journal number: 50/1

Journal publisher: IFAC

Published year: 2017

Published pages: 11865-11870

DOI identifier: 10.1016/j.ifacol.2017.08.1372

ISSN: 2405-8963