Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time (Q3200131): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time |
scientific article |
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Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time (English)
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1990
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discrete-time optimal control
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intertemporal optimization
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finite generation method
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large-scale linear and quadratic programming
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dynamic programming
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stochastic programming
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