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Deterministic and Stochastic Optimization Problems of Bolza Type in Discrete Time

机译：离散时间下Bolza型的确定性和随机优化问题

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作者
Rockafellar, R. T.; Wets, R. J. B.;
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年度 1983
页码 p.1-20
总页数 20
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Calculus of variations; Determinants(Mathematics); Stochastic processes; Optimization; Dynamic programming; Lagrangian functions; Multiplication; Reprints;

机译：变异微积分;行列式（数学）;随机过程;优化;动态规划;拉格朗日函数;乘法;重印;

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专利

1. Bolza type problems in discrete time [J] . Sahraoui R, Thibault L Taiwanese journal of mathematics . 2008,第6期

机译：离散时间中的Bolza类型问题
2. State Feedback Synthesis for Discrete-time Linear Systems with Stochastic Parameters Guaranteeing Deterministic H 2 Performance and Stochastic Stability [J] . Keishi Niwa, Kenichi Hattaha, Masayuki Sato, IFAC PapersOnLine . 2019,第16期

机译：具有确定性 H 2 性能和随机稳定性的随机参数离散线性系统的状态反馈综合
3. State Feedback Synthesis for Discrete-time Linear Systems with Stochastic Parameters Guaranteeing Deterministic H 2 Performance and Stochastic Stability [J] . Keishi Niwa, Kenichi Hattaha, Masayuki Sato, IFAC PapersOnLine . 2019,第16期

机译：具有确定性 H 2 性能和随机稳定性的随机参数离散线性系统的状态反馈综合
4. State Feedback Synthesis for Discrete-time Linear Systems with Stochastic Parameters Guaranteeing Deterministic H_2 Performance and Stochastic Stability [C] . Keishi Niwa, Kenichi Hattaha, Masayuki Sato, IFAC Symposium on Nonlinear Control Systems . 2020

机译：具有随机参数的离散时间线性系统的状态反馈综合，保证确定性H_2性能和随机稳定性
5. On Stochastic Dominance Option Bounds in Discrete and Continuous Space and Time with Stochastic and Deterministic Volatility and Pricing with Constant Relative Risk Aversion [D] . Rose, Eli. 2020

机译：在随机和连续空间和时间的随机优势选择，随机和确定性波动性与恒定风险厌恶的定价
6. Optimization instances for deterministic and stochastic problems on energy efficient investments planning at the building level [O] . Emilio L. Cano, Javier M. Moguerza, Antonio Alonso-Ayuso 2015

机译：在建筑物级别进行节能投资计划中确定性和随机性问题的优化实例
7. Deterministic and Stochastic Optimization Problems of Bolza Type in Discrete Time [O] . B. T. Rockafellart, R J. Wetst 2013

机译：离散时间Bolza型的确定性和随机性优化问题
8. Discrete Deterministic and Stochastic Petri Nets [R] . Zijal, Robert, Ciardo, Gianfranco 1996

机译：离散确定性和随机petri网

Deterministic and Stochastic Optimization Problems of Bolza Type in Discrete Time

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