A Duality Approach for Solving Control-Constrained Linear-Quadratic Optimal Control Problems
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/130910221
Reference36 articles.
1. Computing the steady state of linear quadratic optimization models with rational expectations
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5. On a Zero Duality Gap Result in Extended Monotropic Programming
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