SINGULAR STOCHASTIC-CONTROL PROBLEMS SOLVED BY A SPARSE SIMPLEX-METHOD

被引：8

作者：

SUN, M ^{[1
]}

机构：

[1] UNIV HOUSTON,DEPT APPL MATH SCI,HOUSTON,TX 77002

来源：

关键词：

D O I：

10.1093/imamci/6.1.27

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：27 / 38

页数：12

共 10 条

[1] [Anonymous], 1980, CONTROLLED DIFFUSION
[2] BEALE EML, 1971, LARGE SPARSE SETS LI, P1
[3] DUFF IS, 1978, 1978 SPARS MATR P
[4] MULTIGRID ALGORITHMS FOR VARIATIONAL-INEQUALITIES
HOPPE, RHW
[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS, 1987, 24 (05) : 1046 - 1065
[5] Kushner H.J., 1977, PROBABILITY METHODS
[6] Solow D., 1984, LINEAR PROGRAMMING I
[7] Sun M., 1987, Stochastics, V21, P303, DOI 10.1080/17442508708833462
[8] SUN M, 1988, IMA J MATH CONTROL I, V6, P21
[9] SUN M, 1987, UNPUB 1988 AMS SIAM
[10] [No title captured]