Výsledky vyhledávání - (Stochastic) Multiple quadratic-linear programming

A class of stochastic optimization problems with one quadratic & several linear objective functions and extended portfolio selection model Autor Xu, Jiuping, Li, Jun

“…In this paper a class of stochastic multiple-objective programming problems with one quadratic, several linear objective functions and linear constraints has been introduced…”
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Infinite time linear quadratic stackelberg game problem for unknown stochastic discrete‐time systems via adaptive dynamic programming approach Autor Liu, Xikui, Liu, Ruirui, Li, Yan

“…In this paper, we propose an adaptive dynamic programming (ADP) approach to solve the infinite horizon linear quadratic (LQ…”
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Cooperative solutions in multi-person quadratic decision problems: Performance-measure statistics and cost-cumulant control paradigm Autor Pham, K.D.

“… of the first k cumulants of a finite-horizon integral-quadratic performance-measure associated with a linear stochastic system…”
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