Search Results - (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, 1879-1778Published: Amsterdam Elsevier B.V 01.09.2002Published 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, 1934-6093Published: Hoboken Wiley Subscription Services, Inc 01.03.2021Published 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 -
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Cooperative solutions in multi-person quadratic decision problems: Performance-measure statistics and cost-cumulant control paradigm
ISBN: 9781424414970, 1424414970ISSN: 0191-2216Published: IEEE 01.12.2007Published 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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