Suchergebnisse - (Stochastic) Multiple quadratic-linear programming
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A class of stochastic optimization problems with one quadratic & several linear objective functions and extended portfolio selection model
ISSN: 0377-0427, 1879-1778Veröffentlicht: Amsterdam Elsevier B.V 01.09.2002Veröffentlicht 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 …”
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Infinite time linear quadratic stackelberg game problem for unknown stochastic discrete‐time systems via adaptive dynamic programming approach
ISSN: 1561-8625, 1934-6093Veröffentlicht: Hoboken Wiley Subscription Services, Inc 01.03.2021Veröffentlicht 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 …”
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Cooperative solutions in multi-person quadratic decision problems: Performance-measure statistics and cost-cumulant control paradigm
ISBN: 9781424414970, 1424414970ISSN: 0191-2216Veröffentlicht: IEEE 01.12.2007Veröffentlicht 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 …”
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