OPTIMAL STRATEGIES FOR A CLASS OF CONSTRAINED SEQUENTIAL PROBLEMS

被引：31
|
作者：
KADANE, JB [1 ]
SIMON, HA [1 ]
机构：
[1] CARNEGIE MELLON UNIV,DEPT STAT,PITTSBURGH,PA 15213
来源：
ANNALS OF STATISTICS | 1977年 / 5卷 / 02期
关键词：
D O I：
10.1214/aos/1176343791
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：237 / 255
页数：19
相关论文
共 50 条
  • [41] ON A CLASS OF CONSTRAINED CONTROL LINEAR REGULATOR PROBLEMS
    TCHAMRAN, A
    JOURNAL OF BASIC ENGINEERING, 1966, 88 (02): : 385 - &
  • [42] Sparse Solutions of a Class of Constrained Optimization Problems
    Yang, Lei
    Chen, Xiaojun
    Xiang, Shuhuang
    MATHEMATICS OF OPERATIONS RESEARCH, 2021, 47 (03) : 1932 - 1966
  • [43] MONOTONE OPTIMAL STRATEGIES FOR A SEQUENTIAL SAMPLING PROBLEM
    KALIN, D
    ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1981, 61 (05): : T337 - T338
  • [44] Regularity of Optimal Controls for State Constrained Problems
    Grant N. Galbraith
    Richard B. Vinter
    Journal of Global Optimization, 2004, 28 : 305 - 317
  • [45] A multigrid method for constrained optimal control problems
    Engel, M.
    Griebel, M.
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2011, 235 (15) : 4368 - 4388
  • [46] On the regularity of optimal controls for state constrained problems
    Shvartsman, IA
    Vinter, RB
    2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5, 2004, : 2285 - 2290
  • [47] NONLINEARLY CONSTRAINED OPTIMAL-CONTROL PROBLEMS
    TEO, KL
    WONG, KH
    JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY SERIES B-APPLIED MATHEMATICS, 1992, 33 : 507 - 530
  • [48] A canonical structure for constrained optimal control problems
    Chen, J
    Nett, CN
    Gu, GX
    Xiong, DP
    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 1996, 6 (07) : 727 - 741
  • [49] Regularity of optimal controls for state constrained problems
    Galbraith, GN
    Vinter, RB
    JOURNAL OF GLOBAL OPTIMIZATION, 2004, 28 (3-4) : 305 - 317
  • [50] A NUMERICAL ALGORITHM FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS
    Zhao, Bowen
    Xu, Honglei
    Teo, Kok Lay
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2023, 19 (12) : 8602 - 8616
12345