A General Linea-Quadratic Optimization Problem

被引：0

作者：

Y. Y. Fan

R. E. Kalaba

机构：

[1] University of California,Civil and Environmental Engineering Department

[2] University of Southern California,Biomedical Engineering and Economics Departments

来源：

Journal of Optimization Theory and Applications | 2005年 / 127卷

关键词：

Dynamic programming; optimization; optimal production problems; linear-quadratic problems;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A linear-quadratic optimization problem is formulated in a dynamic programming manner. An updating formula for obtaining the solutions to such a problem is provided and illustrated using a few simple examples. This updating formula is also compared to a well-known updating formula for obtaining the inverses of symmetric positive-definite matrices. Numerical results are given.

引用

页码：485 / 496

页数：11