全球智库信息集成服务系统(G2TT): Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time.

G2TT

来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time.
	Rockafellar RT; Wets RJ-B
发表日期	1987
出版者	IIASA, Laxenburg, Austria: WP-87-052
出版年	1987
语种	英语
摘要	Two fundamental classes of problems in large-scale linear and quadratic programming are described. Multistage problems covering a wide variety of models in dynamic programming and stochastic programming are represented in a new way. Strong properties of duality are revealed which support the development of iterative approximate techniques of solution in terms of saddlepoints. Optimality conditions are derived in a form that emphasizes the possibilities of decomposition.
主题	Adaption and Optimization (ADO)
URL	http://pure.iiasa.ac.at/id/eprint/3000/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/123455
推荐引用方式 GB/T 7714	Rockafellar RT,Wets RJ-B. Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time.. 1987.