The following pages link to David H. Jacobson (Q1145881):
Displaying 46 items.
- Extension of linear-quadratic control, optimization and matrix theory (Q1145882) (← links)
- (Q1212519) (redirect page) (← links)
- Factorization of symmetric M-matrices (Q1212520) (← links)
- A Newton-type curvilinear search method for optimization (Q1227936) (← links)
- Singular optimal control problems (Q1231161) (← links)
- On fuzzy goals and maximizing decisions in stochastic optimal control (Q1231889) (← links)
- Control with conic control constraint set (Q1236504) (← links)
- The effect of data grid size on certain interpolation methods for unconstrained function minimization (Q1247723) (← links)
- On the reachable sets in linear systems (Q1254531) (← links)
- A modified homogeneous algorithm for function minimization (Q1843147) (← links)
- A general result in stochastic optimal control of nonlinear discrete-time systems with quadratic performance criteria (Q1843412) (← links)
- A proof of the convergence of the Kelley-Bryson penalty function technique for state-constrained control problems (Q2531375) (← links)
- New second-order and first-order algorithms for determining optimal control: A differential dynamic programming approach (Q2533792) (← links)
- New necessary conditions of optimality for control problems with state- variable inequality constraints (Q2537402) (← links)
- An algorithm that minimizes homogeneous functions of \(n\) variables in \(n + 2\) iterations and rapidly minimizes general functions (Q2540947) (← links)
- New conditions for boundedness of the solution of a matrix Riccati differential equation (Q2541275) (← links)
- Necessary and sufficient conditions for optimality for singular control problems: A transformation approach (Q2541822) (← links)
- A general sufficiency theorem for the second variation (Q2545816) (← links)
- On singular arcs and surfaces in a class of quadratic minimization problems (Q2550540) (← links)
- A comparison of nonparametric analysis of covariance techniques (Q3471461) (← links)
- Primer on Optimal Control Theory (Q3560911) (← links)
- A discretization of the cost functional in linear-quadratic optimal control† (Q3855757) (← links)
- (Q3867562) (← links)
- (Q3883072) (← links)
- (Q3885537) (← links)
- (Q3906027) (← links)
- The stability of planar dynamical systems linear-in-cones (Q3934238) (← links)
- A GENERALIZATION OF FINSLER'S THEOREM FOR QUADRATIC INEQUALITIES AND EQUALITIES (Q4117966) (← links)
- Sufficiency Conditions for Finite Escape Times in Systems of Quadratic Differential Equations (Q4130375) (← links)
- On values and strategies for infinite-time linear quadratic games (Q4132041) (← links)
- (Q4152089) (← links)
- Stabilization with conic control constraint set (Q4193366) (← links)
- Observability with a conic observation set (Q4199895) (← links)
- (Q4199897) (← links)
- Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria (Q4768956) (← links)
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games (Q5183367) (← links)
- Second-order and Second-variation Methods for Determining Optimal Control: A Comparative Study using Differential Dynamic Programming (Q5569916) (← links)
- (Q5570400) (← links)
- (Q5572657) (← links)
- A New Necessary Condition of Optimality for Singular Control Problems (Q5577590) (← links)
- (Q5580004) (← links)
- A discrete-time differential dynamic programming algorithm with application to optimal orbit transfer (Q5595519) (← links)
- Sufficient Conditions for Nonnegativity of the Second Variation in Singular and Nonsingular Control Problems (Q5604802) (← links)
- (Q5628775) (← links)
- Qualitative Application of a Result in Control Theory to Problems of Economic Growth (Q5632329) (← links)
- On a result in stochastic optimal control (Q5680003) (← links)
