Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time (Q3200131): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: R. Tyrrell Rockafellar / rank | |||
| Property / author | |||
| Property / author: R. Tyrrell Rockafellar / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1987064381 / rank | |||
Normal rank | |||
Latest revision as of 19:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time |
scientific article |
Statements
Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time (English)
0 references
1990
0 references
discrete-time optimal control
0 references
intertemporal optimization
0 references
finite generation method
0 references
large-scale linear and quadratic programming
0 references
dynamic programming
0 references
stochastic programming
0 references
