Suchergebnisse - (Stochastic) Multiple quadratic-linear programming

  • Treffer 1 - 3 von 3
Treffer weiter einschränken
  1. 1

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

    ISSN: 0377-0427, 1879-1778
    Veröffentlicht: Amsterdam Elsevier B.V 01.09.2002
    Veröffentlicht in Journal of computational and applied mathematics (01.09.2002)
    “… In this paper a class of stochastic multiple-objective programming problems with one quadratic, several linear objective functions and linear constraints has been introduced …”
    Volltext
    Journal Article Tagungsbericht
  2. 2

    Infinite time linear quadratic stackelberg game problem for unknown stochastic discrete‐time systems via adaptive dynamic programming approach von Liu, Xikui, Liu, Ruirui, Li, Yan

    ISSN: 1561-8625, 1934-6093
    Veröffentlicht: Hoboken Wiley Subscription Services, Inc 01.03.2021
    Veröffentlicht in Asian journal of control (01.03.2021)
    “… In this paper, we propose an adaptive dynamic programming (ADP) approach to solve the infinite horizon linear quadratic (LQ …”
    Volltext
    Journal Article
  3. 3

    Cooperative solutions in multi-person quadratic decision problems: Performance-measure statistics and cost-cumulant control paradigm von Pham, K.D.

    ISBN: 9781424414970, 1424414970
    ISSN: 0191-2216
    Veröffentlicht: IEEE 01.12.2007
    Veröffentlicht in 2007 46th IEEE Conference on Decision and Control (01.12.2007)
    “… of the first k cumulants of a finite-horizon integral-quadratic performance-measure associated with a linear stochastic system …”
    Volltext
    Tagungsbericht