Publication:5566063

From MaRDI portal


zbMath0176.12701MaRDI QIDQ5566063

David G. Luenberger

Publication date: 1969




Related Items

Perspectives of Risk Sharing, Quasi-Multiplier Rules for Quasidifferentiable Extremum Problems, Mesh-Independence of Lagrange-SQP Methods with Lipschitz-Continuous Lagrange Multiplier Updates, Endogenous configuration space approach to mobile manipulators: A derivation and performance assessment of Jacobian inverse kinematics algorithms, Sequential selection of random vectors under a sum constraint, H∞-control and filtering with initial uncertainty for time-varying systems, An innovation approach to optimize a Kalman filter with anHerror bound by secant method, Minimal-time control of distributed-parameter systems with multiple-norm constraints on the control function†, Periodic sampling and continuous system identification, Improved second-order methods for solving constrained parameter optimization problems arising in control†, Optimal control of the vibrations of a non-linear string†, Determination of Volterra kernels from input-output data, A numerical method for solving optimal control problems with unspecified terminal time†, Functional analysis and the optimal control of linear discrete systems, Relative efficiency of computing optimal growth by conjugate gradient and Davidon methods, A necessary and sufficient condition for minimizing a convex Fréchet differentiable function on a certain hyperplane., A functional optimization approach to an inverse magneto-convection problem., On a class of inverse optimal control problems, Optimal control, statistics and path planning, A general Lagrangian approach for non-concave moral hazard problems, Interval-valued random functions and the kriging of intervals, Spatial continuity measures for probabilistic and deterministic geostatistics, New distance measures: the route toward truly non-Gaussian geostatistics, A study of ``probabilistic and ``deterministic geostatistics. Comment to: ``Spatial continuity measures for probabilistic anddeterministic geostatistics by E. H. Isaaks and R. M. Srivastava. With a reply by Srivastava and Isaaks, Inverse theory in the earth sciences -- an introductory overview with emphasis on Gandin's method of optimum interpolation, Spatial declustering weights, Optimal trajectory planning and smoothing splines, A simplified approach to computing efficiency bounds in semiparametric models, Projection pricing, Well-posed and ill-posed optimal control problems, Variational methods, multisymplectic geometry and continuum mechanics, Fuzzy convex set-based pattern classification for analysis of mammographic microcalcifications, Yield curve estimation by kernel smoothing methods, Robust stability and performance of stochastic uncertain systems on an infinite time interval, On continuity and consistency of \(\ell_{\infty}\) optimal models, On a key sampling formula relating the Laplace and \({\mathcal Z}\) transforms, Induced \(\mathfrak{L}_ 2\) norm model reduction of polytopic uncertain linear systems, \(\mathcal{L}_ \infty\) optimal control of SISO continuous-time systems, Design approximation problems for linear-phase nonrecursive digital filters, Semidefinite programming for discrete optimization and matrix completion problems, Sufficient global optimality conditions for bivalent quadratic optimization, Sufficient conditions for Stackelberg and Nash strategies with memory, Optimal constrained selection of a measurable subset, Continuous perturbations of infinite optimization problems, Auxiliary problem principle and decomposition of optimization problems, Optimal filter design subject to output sidelobe constraints: Computational algorithm and numerical results, Estimation of weighted multinomial probabilities under log-convex constraints, Nonlinear observer design by approximate error linearization, Optimal consumption choices for a `large' investor, Duality and basis functions for robust \({\mathcal H}_2\)-performance analysis, Penalty approximation of a Sobolev optimal control problem with state constraints, An automatic scaling procedure for a D'yakonov-Gunn iteration scheme, Minimal compatible solutions of linear equations, Differential stability in optimal control problems, Linear and nonlinear mapping of patterns, Boundary control of parabolic systems: Finite-element approximation, Existence of optimal Lagrange multipliers for certain nonconvex allocation problems, Vector-valued Lg-splines. I: Interpolating splines, Control problems governed by Sobolev partial differential equations, The angles between the null spaces of X rays, Generalized Kuhn-Tucker conditions and duality for continuous nonlinear programming problems, Simultaneous equations estimation. Computational aspects, Suboptimal sequential estimation-detection scheme for Poisson driven linear systems, Optimality conditions and duality in continuous programming. I: Convex programs and a theorem of the alternative, New perspectives in competitive location theory, Theoretical aspects of optimal autocorrelation synthesis, The problem of forced fittings. II: The unloading process, Controlled diffusions with constraints, Normed linear relations: Domain decomposability, adjoint subspaces, and selections, \(\ell^ 1\)-optimal control of multivariable systems with output norm constraints, Un principe de Pontryagine pour le contrôle des systèmes semilinéaires elliptiques. (A Pontryagin principle for control of semilinear elliptic systems), Interpolation and approximation by monotone cubic splines, Nonparametric EM algorithms for estimating prior distributions, Theoretical aspects of ill-posed problems in statistics, Duality in infinite dimensional linear programming, On the optimality conditions of vector-valued \(n\)-set functions, Material constraints, Lagrange multipliers, and compatibility. Applications to rod and shell theories, Nonlinear stability of the time-discrete variational problem of evolution in nonlinear heat conduction, plasticity and viscoplasticity, Convergence of best approximations from unbounded sets, \(L^ 1\) sensitivity minimization for plants with commensurate delays, Global constrained null-controllability of nonlinear neutral systems, Adaptive predictive control with mean-square input constraint, D-stability analysis for discrete systems with a time delay, Estimation of material parameters in a dynamic nonlinear plate model, Calculating the (local) semiparametric efficiency bounds for the generated regressors problem, A saddle-point criterion for convex problems with infinite-dimensional equality constraints, A mathematical theory of instruction: Instructor learner interaction and instruction pacing, Comment on a note on duality gaps in linear programming over convex sets, Optimal allocation of time in resource harvesting, Optimal impulsive control fo compartment models. I: Qualitative aspects, Complementary extremality, A steepest-descent method for optimization of mechanical systems, Minimization of ratios, On the existence and nonexistence of Lagrange multipliers in Banach spaces, A differential game among sectors in a macroeconomy, An alternation characterization of best uniform approximations on noncompact intervals, Decentralized optimization for distributed-lag models of discrete systems, Closed loop hierarchical control for non-linear systems using quasilinearisation, Market allocation through search: Equilibrium adjustment and price dispersion, Comparisons of practical hierarchical control methods for interconnected dynamical systems, Information and shadow prices for the constrained concave team problem, Multiplier methods: A survey, Some exponentially decreasing error bounds for a numerical inversion of the Laplace transform, Einige Bemerkungen zur Dualität in der konvexen Optimierung, Projection series for retarded functional differential equations with applications to optimal control problems, A theoretical and computational method for determining optimal treatment schedules in fractionated radiation therapy, On the periodic coordination of linear stochastic systems, On the closure in \(W^q_1\) of the attainable subspace of linear time lag systems, Finite time interval linear system identification without initial state estimation, An operator approach to Poisson brackets, Minimization methods with constraints, Duality in approximation and conjugate cones in normed linear spaces, Application of constrained generalized inverse to pattern classification, LM-g splines, A finite steepest-ascent algorithm for maximizing piecewise-linear concave functions, The problem of forced fittings. I: The loading process, A procedure for new product positioning in an attribute space, Optimality conditions in generalized geometric programming, Optimal plastic design: superposition principles and bounds on the minimum cost, Target set reachability criteria for dynamical systems described by inaccurate models, On certain evolution properties of the solution in nonlinear elastodynamics, Conditional gradient algorithms with open loop step size rules, Optimal impulsive control of compartment models. II: Algorithm, Global convergence rates for descent algorithms: Improved results for strictly convex problems, Duality theory in multiobjective programming, Lower bounds on the quadratic cost of optimal regulators, An algorithm for finding the shortest element of a polyhedral set with application to Lagrangian duality, A sufficient optimality criterion in continuous time programming for generalized convex functions, Approximation of nonlinear functional differential equation control systems, Respecifying the weighting matrix of a quadratic objective function, Saddlepoint of continuous time programming having inequality and equality constraints, The operator of surface interpolation, Pointwise maximum principle for convex optimal control problems with mixed control-phase variable inequality constraints, A general stochastic fixed-point theorem for continuous random operators on stochastic domains, Reproducing kernel resolution space and its applications. II, MIXED FINITE ELEMENT METHODS FOR ONE-DIMENSIONAL PROBLEMS: A SURVEY, Regularization in state space, Duality via halfspaces, Min-max game theory and algebraic Riccati equations for boundary control problems with analytic semigroups—II. The general case, Necessary and sufficient conditions for regularity of constraints in convex programming, An equilibrium theorem for subdifferential, OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS, Numerical methods of nonlinear optimal control based on mathematical programming, Infinite dimensional radial basis function neural networks for nonlinear transformations on function spaces, Function evaluation with feedforward neural networks, Nonparametric estimating equations based on a penalized information criterion, Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult, Une analyse de la méthode des domaines fictifs pour le problème de Helmholtz extérieur, An extended conjugate gradient algorithm for the diffusion equation, Nonparametric Functional Estimation by Asymptotic Regression, Super efficiency in convex vector optimization, Iterative learning control using optimal feedback and feedforward actions, Generalized convex functionals and some duality results, An approach to the solution of minimum cost problems by functional analysis, A method of Euclidean centers, A general duality approach to \(I\)-projections, Control systems engineering education, Identification of nonlinear systems using empirical data and prior knowledge -- An optimization approach, Integral constraints on the accuracy of least-squares estimation, Infinite positive-definite quadratic programming in a Hilbert space, Derivation of fixed interval smoothing formulas, Duality in time-varying linear systems: A module theoretic approach, Linear programming, complexity theory and elementary functional analysis, Intractability results for positive quadrature formulas and extremal problems for trigonometric polynomials, Optimal consumption and portfolio selection with stochastic differential utility, Is set modeling of white noise a good tool for robust \({\mathcal H}_2\) analysis?, Duality theory and slackness conditions in multiobjective linear programming, Solving convex programs with infinitely many linear constraints by a relaxed cutting plane method, A combined penalty function and gradient projection method for nonlinear programming, New necessary conditions of optimality for control problems with state- variable inequality constraints, Convergente rate of a penalty-function scheme, Suboptimal security solution of a linear-quadratic pursuit-evasion game with mixed noises, An optimum settling problem for time lag systems, Necessary optimality criteria in mathematical programming in normed linear spaces, Duality relationships for a nonlinear version of the generalized Neyman- Pearson problem, Optimal plastic design for partially preassigned strength distribution, A theorem of the alternative with application to convex programming: optimality, duality, and stability, On sensitivity in optimal control problems, Über eine Penalty-Methode, An attainable sets approach to optimal control of functional differential equations with function space terminal conditions, Mixed strategy solutions for quadratic games, The use of operator factorization for linear control and estimation, General Lagrange multiplier theorems, Optimal filter design subject to output sidelobe constraints: Theoretical considerations, Optimale approximation linearer Funktionale auf periodischen Funktionen, Differential Riccati equation for the active control of a problem in structural acoustics, Computation of Nash equilibria: Admissibility of parallel gradient descent, A note on arbitrage and exogenous collateral, Dykstra's algorithm with strategies for projecting onto certain polyhedral cones, Metric regularity of semi-infinite constraint systems, THE COSTATE VARIABLE IN NATURAL RESOURCE OPTIMAL CONTROL PROBLEMS, Discrete boundary value problems on infinite intervals, Minimum mean-squared error estimation of stochastic processes by mutual entropy, On a class of approximate solutions to multi-objective H 2 / H problems, Unnamed Item, SENSITIVITY ANALYSIS IN ECONOMIC THEORY*, Locally robust correlation coefficients, Unnamed Item, Complete characterization of optimality for convex programming in banach spaces, Lagrangian duality for a class of infinite programming problems, The duality method for optimal control problems of distributed parameter systems with state constraints, Unnamed Item, Control Problems Governed by a Pseudo-Parabolic Partial Differential Equation, Stability for parameter estimation in two point boundary value problems, Robustness measures for linear systems with application to stability radii of Hurwitz and Schur polynomials, A duality theorem in Hilbert space, Control system design via infinite linear programming, control in discrete time: state feedback control and norm bounds, Modelling and hierarchical optimization for oversaturated urban road traffic networks, Optimal scanning control of parabolic systems†, Fenchel and Lagrange duality are equivalent, Multiplier method and optimal control problems with terminal state constraints, On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft, On interior and convexity conditions, development of dual problems and saddlepoint optimality criteria in abstract mathematical programming, On generalized control theory and its applications in optimal economic planning, Iterative algorithm for the minimum fuel and minimum amplitude problems for linear discrete systems, On a general saddle-point condition in normed spaces, DYNAMIC DUAL PROGRAMMING PROBLEMS AND THEIR ECONOMIC INTERPRETATION, The Cosmic Hausdorff Topology, the Bounded Hausdorff Topology and Continuity of Polarity, Quadratic duality over convex cone domains, Upper and lower bounds for solutions of linear operator problems with unilateral constraints, Identification of noisy distributed parameter systems using stochastic approximation†, On infeasible gradient-type coordination algorithms for dynamical systems, The application of hierarchical control methods to a managerial problem, Neighborhood effects and maintenance of the urban housing stock*, Multivalued convexity and optimization: A unified approach to inequality and equality constraints, On the solution of a minimax terminal state estimation problem A Hilbert space approach, Reachability of targets subject to disturbances bounded by convex sets, First and second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems, FUNDAMENTAL MARXIAN THEOREM IN CASE OF MULTIPLE ACTIVITIES, Low-sensitivity feedback controllers for linear systems with incomplete state information, Unnamed Item, A lagrange multiplier theorem for control problems with state constraints, A dual parameterization approach to linear-quadratic semi-infinite programming problems, A comparison of numerical methods for optimal shape design problems, The representation of shadow values in resource allocation teams, Calcul sous-différentiel et optimisation, On a multiplier theorem in a Banach space, A constrained minimum variance input-output estimator for linear dynamic systems, Solution of the nonlinear functional equations representing the roll gap relationships in a cold mill, Linear feature selection with applications, Implied constraints and an alternate unified development of nonlinear programming theory, Stock-returns and inflation in a principal-agent economy, Convergent Ritz approximations of the set of stabilizing controllers, Metric distance function and profit: Some duality results, Combined entropic regularization and path-following method for solving finite convex min-max problems subject to infinitely many linear constraints, Optimal control of dynamic systems: application to spline approximations, Lagrange multipliers in incentive-constrained problems, \((A,B)\)-invariance conditions of polyhedral domains for continuous-time systems, On the convergence of von Neumann's alternating projection algorithm for two sets, Duality theory for infinite-dimensional multiobjective linear programming, Completeness of the standard fuzzy real line for FNS, Min-max game theory and algebraic Riccati equations for boundary control problems with continuous input-solution map. II: The general case, The relationship between theorems of the alternative, least norm problems, steepest descent directions, and degeneracy: A review, Analysis on function duplicating capabilities of fuzzy controllers, Optimal consumption and arbitrage in incomplete, finite state security markets, On optimality in an uncertain environment, MIMO \(l^ 1\)-optimization with a scalar control, New optimality principles for economic efficiency and equilibrium, On minimum norm solutions, \(L_ p\)-spectral estimation with an \(L_ \infty\)-upper bound, Quasi interiors, Lagrange multipliers, and \(L^ p\) spectral estimation with lattice bounds, Continuous-time security pricing. A utility gradient approach, Efficient and equilibrium allocations with stochastic differential utility, Derivation of duality in mathematical programming and optimization theory, Generalized quasiconvexities, cone saddle points, and minimax theorem for vector-valued functions, On the computation of linearly constrained stationary points, Global optimization of a quadratic functional with quadratic equality constraints, Anticausal stabilizing solution to discrete reverse-time Riccati equation, Optimal solution characterization for infinite positive semi-definite programming, Sufficient conditions for the existence of multipliers and Lagrangian duality in abstract optimization problems, The estimation of prior from Fisher information, On projections in a space with an indefinite metric, Methods of calculating \(l_ p\)-minimum norm solutions of consistent linear systems, On transformation noise: Properties and modeling, Labor income, borrowing constraints, and equilibrium asset prices, Optimality conditions in mathematical programming and composite optimization, Inverse scattering experiments, structured matrix inequalities, and tensor algebra, The Lagrange approach to infinite linear programs, Duality and liquidity constraints under uncertainty, Robust estimation of parameters in a mixed unbalanced model, SISO controller design to minimize a positive combination of the \(l_ 1\) and the \({\mathcal H}_ 2\) norms, Controller design to optimize a composite performance measure, Mixed finite element formulations and related limitation principles: A general treatment, Stability of finite linear combinations of vectors under changes of their coefficients. An application to approximation problems, Extended fuzzy linear models and least squares estimates, Theorems of the alternative and duality, Duality bounds in robustness analysis, Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case, \(\ell_1\)-minimization with magnitude constraints in the frequency domain, From the trapezoidal rule to higher-order accurate and unconditionally stable time-integration method for structural dynamics, Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model, Constructing fixed rank optimal estimators with method of best recurrent approximations, B-splines and control theory., Binary bases of spaces of continuous functions., Least squares in general vector spaces revisited., Finding the projection of a point onto the intersection of convex sets via projections onto half-spaces., Two-degree-of-freedom \(\ell_{2}\)-optimal tracking with preview., Algorithms for solving dynamic models with occasionally binding constraints, Dynamics aggregation in stochastic control problems, Projected dynamical systems in a complementarity formalism, Regression analysis and random sampling, Arbitrage and universal pricing., A correlation pricing formula., On continuity properties of the two-block \(\ell_{1}\) optimal design., Robust output feedback stabilization via risk-sensitive control, Preinvex functions and weak efficient solutions for some vectorial optimization problem in Banach spaces, Distance to ill-posedness and the consistency value of linear semi-infinite inequality systems, Reduced order LQG controllers for linear time varying plants, Controller design for plants with structured uncertainty, The complex structured singular value, Operating efficiency and output insensitive employment contracts for capital management, Identification of a class of multivariable systems from impulse response data: Theory and computational algorithm, Solving minimum norm problems using penalty functions and the gradient method, Fenchel duality and the strong conical hull intersection property, Heuristic solutions to polynomial moment problems with some convex entropic objectives, Rational expectations equilibria in sequence economies with symmetric information: The two-period case, Existence and stability of solitary-wave solutions of equations of Benjamin-Bona-Mahony type., Status quo bias in bargaining: an extension of the Myerson-Satterthwaite theorem with an application to the Coase theorem., Generalized Cochran-Wald statistics in combining of experiments, An equivalence result in linear-quadratic theory, Managing electricity market price risk, Optimal low-rank approximation to a correlation matrix, Stochastic measures of arbitrage., A dynamic maximum principle for the optimization of recursive utilities under constraints., Asymptotic efficiency of estimation in the partial Koziol-Green model, Fluid model for a network operating under a fair bandwidth-sharing policy., The global optimal solution to the three-dimensional layout optimization model with behavioral constraints., On the optimization of the weighted Bickel--Rosenblatt test, Nonquadratic Lyapunov functions for robust control, On optimal \(\ell^ \infty\) to \(\ell^ \infty\) filtering, Optimal control of fluid equations with buoyancy, Numerical approximation of optimal control of fluid equations with buoyancy, Iterative minimization of quadratic functionals, On volatility of prices in arbitrage-free markets