ON THE NUMERICAL APPROXIMATION OF AN OPTIMAL CORRECTION PROBLEM

被引：2

作者：

BANCORAIMBERT, MC ^{[1
]}

CHOW, PL ^{[1
]}

MENALDI, JL ^{[1
]}

机构：

[1] WAYNE STATE UNIV,DEPT MATH,DETROIT,MI 48202

来源：

SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1988年 / 9卷 / 06期

关键词：

D O I：

10.1137/0909068

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：970 / 991

页数：22

共 14 条

[1]

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CHOW, PL ;

MENALDI, JL ;

ROBIN, M .

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1985, 23 (06) :858-899

[3]

CHOW PL, 1985, 3RD T ARM C APPL MAT, P531

[4]

CHOW PL, 1984, 2ND T ARM C APPL MAT, P149

[5] A NUMERICAL APPROACH TO THE INFINITE HORIZON PROBLEM OF DETERMINISTIC CONTROL-THEORY [J].

FALCONE, M .

APPLIED MATHEMATICS AND OPTIMIZATION, 1987, 15 (01) :1-13

[6]

GIHMAN I, 1971, STOCHASTIC DIFFERENT

[7] ON DETERMINISTIC CONTROL-PROBLEMS - AN APPROXIMATION PROCEDURE FOR THE OPTIMAL COST .1. THE STATIONARY PROBLEM [J].

GONZALEZ, R ;

ROFMAN, E .

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1985, 23 (02) :242-266

[8]

GORBUNOV VK, 1976, APPL MATH MECH PPM, V40, P252

[9]

Kushner H.J., 1977, PROBABILITY METHODS

[10] ON SOME CHEAP CONTROL-PROBLEMS FOR DIFFUSION-PROCESSES [J].

MENALDI, JL ;

ROBIN, M .

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1983, 278 (02) :771-802

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