SINGULAR STOCHASTIC-CONTROL PROBLEMS SOLVED BY A SPARSE SIMPLEX-METHOD

被引：8

作者：

SUN, M ^{[1
]}

机构：

[1] UNIV HOUSTON,DEPT APPL MATH SCI,HOUSTON,TX 77002

来源：

关键词：

D O I：

10.1093/imamci/6.1.27

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：27 / 38

页数：12

共 10 条

[1]

[Anonymous], 1980, CONTROLLED DIFFUSION

[2]

BEALE EML, 1971, LARGE SPARSE SETS LI, P1

[3]

DUFF IS, 1978, 1978 SPARS MATR P

[4] MULTIGRID ALGORITHMS FOR VARIATIONAL-INEQUALITIES [J].

HOPPE, RHW .

[5]

Kushner H.J., 1977, PROBABILITY METHODS

[6]

Solow D., 1984, LINEAR PROGRAMMING I

[7]

Sun M., 1987, Stochastics, V21, P303, DOI 10.1080/17442508708833462

[8]

SUN M, 1988, IMA J MATH CONTROL I, V6, P21

[9]

SUN M, 1987, UNPUB 1988 AMS SIAM

[10]

[No title captured]