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Optimal selectors for stochastic linear programs

JOURNAL ARTICLE published March 1977 in Applied Mathematics & Optimization

Authors: Wolf-R�diger Heilmann

Optimum Control of Non-Gaussian Linear Stochastic Systems with Inaccessible State Variables

JOURNAL ARTICLE published May 1969 in SIAM Journal on Control

Authors: James G. Root

On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure

JOURNAL ARTICLE published November 1969 in SIAM Journal on Applied Mathematics

Authors: George Zyskind | Frank B. Martin

Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints

JOURNAL ARTICLE published July 1969 in SIAM Journal on Applied Mathematics

Authors: Donald Goldfarb

The linear programming approach to deterministic optimal control problems

JOURNAL ARTICLE published 1996 in Applicationes Mathematicae

Authors: Daniel Hernández-Hernández | Onésimo Hernández-Lerma | Michael Taksar

Markov Renewal Programming by Linear Fractional Programming

JOURNAL ARTICLE published November 1966 in SIAM Journal on Applied Mathematics

Authors: Bennett Fox

Saddle-Point Type Behavior for Nonautonomous Second Order Linear Systems of Ordinary Differential Equations

JOURNAL ARTICLE published November 1969 in SIAM Journal on Applied Mathematics

Authors: J. D. Schuur

Optimal Control of Stochastic Linear Distributed Parameter Systems

JOURNAL ARTICLE published July 1975 in SIAM Journal on Control

Authors: A. Bensoussan | M. Viot

Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control

JOURNAL ARTICLE published November 1970 in SIAM Journal on Control

Authors: Raymond Rishel

Conditions for the Existence of Conjugate Points for a Fourth Order Linear Differential Equation

JOURNAL ARTICLE published September 1969 in SIAM Journal on Applied Mathematics

Authors: John S. Bradley

Almost automorphic solutions for fractional stochastic differential equations and its optimal control

JOURNAL ARTICLE published July 2016 in Optimal Control Applications and Methods

Research funded by National Board for Higher Mathematics, India (2/48(5)/2013/NBHM (R.P.)/RD-II/688 dt 16.01.2014)

Authors: C. Rajivganthi | P. Muthukumar

An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems

JOURNAL ARTICLE published June 2023 in Journal of Applied Mathematics and Computing

Research funded by National Natural Science Foundation of China (11831010,61821004,61925306) | Natural Science Foundation of Shandong Province (ZR2019ZD42,ZR2020ZD24) | National Key R &D Program of China (2022YFA1006103)

Authors: Heng Zhang

Linear quadratic optimal sampled data control of linear systems with unknown switched modes and stochastic disturbances

JOURNAL ARTICLE published September 2016 in Optimal Control Applications and Methods

Research funded by Major State Basic Research Development Program 973 (2012CB215202) | Fundamental Research Funds for the Central Universities (2015JBM002,2015JBM003) | National Natural Science Foundation of China (60904029,51207007) | State Key Laboratory of Rail Traffic Control and Safety (RCS2010ZT008)

Authors: Feng Liu | Peng Li | ZhiBang Lei | Yongduan Song

Preprocessing in Stochastic Programming: The Case of Linear Programs

JOURNAL ARTICLE published February 1992 in ORSA Journal on Computing

Authors: Stein W. Wallace | Roger J-B. Wets

Eigenfunctions of Random Eigenvalue Problems and Their Statistical Properties

JOURNAL ARTICLE published November 1969 in SIAM Journal on Applied Mathematics

Authors: Reinhoud H. Van Der Linde

2. The SMPS Format for Stochastic Linear Programs

BOOK CHAPTER published January 2005 in Applications of Stochastic Programming

Authors: Horand I. Gassmann

Dynamic programming and optimal control of variable multichannel stochastic service systems with applications

JOURNAL ARTICLE published August 1969 in Mathematical Biosciences

Authors: Augustine M.O. Esogbue

Linear-Quadratic Programming and Optimal Control

JOURNAL ARTICLE published May 1987 in SIAM Journal on Control and Optimization

Authors: R. T. Rockafellar

Algorithms for stochastic programs: The case of nonstochastic tenders

BOOK CHAPTER published 1986 in Mathematical Programming Studies

Authors: J. L. Nazareth | R. J.-B. Wets

On Optimal Control of Linear Stochastic Equations with a Linear-Quadratic Criterion

JOURNAL ARTICLE published January 1977 in SIAM Journal on Control and Optimization

Authors: Jean-Michel Bismut