Programmes mathématiques mixtes. Application au principe du maximum en temps discret dans le cas déterministe et dans le cas stochastique-Reference-Cited by-同舟云学术

Programmes mathématiques mixtes. Application au principe du maximum en temps discret dans le cas déterministe et dans le cas stochastique

Published:1980 Issue:1 Volume:14 Page:1-19
ISSN:0399-0559
Container-title:RAIRO - Operations Research
language:
Short-container-title:RAIRO-Oper. Res.

Author:

Michel Ph.

Publisher

EDP Sciences

Subject

Management Science and Operations Research,Computer Science Applications,Theoretical Computer Science

Link

http://www.rairo-ro.org/10.1051/ro/1980140100011/pdf

Reference9 articles.

1. 1. ALBOUY M., Régulation économique dans l'Entreprise, t. 2, Dunod, Paris, 1972.

2. 2. BENSOUSSAN A., HURST Jr, E. G. et NASLUND B., Management Applications of Modern Control Theory, North-Holland, 1974.0343.90001

3. 3. EVSTIGNEEV I. V., Optimal Stochastic Programs and Their Stimulating Prices in Mathematical Models in Economies, J. Los et M. W. Los éd., North-Holland, 1974, p. 219-252.3816500291.90048

4. 4. EVSTIGNEEV I. V., Lagrange Multipliers for the Problems of Stochastic Programming (to appear).0348.90123

5. 5. GAMKRELIDZE R. V., Optimal Sliding States, Soviet Math. Dokl., vol. 3, 1962, p. 559-562.0131.32402

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