Calculation of an approximate solution of the infinite time-varying LQ-problem

J.C. Engwerda

Research output: Book/ReportReportProfessional

327 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
VolumeFEW 545
Publication statusPublished - 1992

Publication series

NameResearch memorandum / Tilburg University, Department of Economics
VolumeFEW 545

Keywords

  • Linear Programming
  • Algorithm
  • Optimal Control
  • operations research

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