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Discrete approximations for strict convex continuous time problems and duality - MaRDI portal

Discrete approximations for strict convex continuous time problems and duality (Q539687)

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scientific article; zbMATH DE number 5901026
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English
Discrete approximations for strict convex continuous time problems and duality
scientific article; zbMATH DE number 5901026

    Statements

    Discrete approximations for strict convex continuous time problems and duality (English)
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    30 May 2011
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    linear quadratic problems
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    continuous time optimization
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    discrete approximation
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    strict convexity
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