Search Results - (Stochastic) Multiple quadratic-linear programming

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  1. 1

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

    ISSN: 0377-0427, 1879-1778
    Published: Amsterdam Elsevier B.V 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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    Journal Article Conference Proceeding
  2. 2

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

    ISSN: 1561-8625, 1934-6093
    Published: Hoboken Wiley Subscription Services, Inc 01.03.2021
    Published 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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    Journal Article
  3. 3

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

    ISBN: 9781424414970, 1424414970
    ISSN: 0191-2216
    Published: IEEE 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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    Conference Proceeding