Calculation of an approximate solution of the infinite time-varying LQ-problem

Jacob Engwerda

No FEW 545, Research Memorandum from Tilburg University, School of Economics and Management

Keywords: Linear Programming; Algorithm; Optimal Control; operations research (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (2)

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Working Paper: Calculation of an approximate solution of the infinite time-varying LQ-problem (1994)
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