Discrete approximations for strict convex continuous time problems and duality

zbMath1213.49037MaRDI QIDQ539687

Yong-Cai Geng, Sumit K. Garg

Publication date: 30 May 2011

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.scielo.br/scielo.php?script=sci_abstract&pid=S1807-03022004000100005&lng=en&nrm=iso&tlng=en

zbMATH Keywords

discrete approximationstrict convexitycontinuous time optimizationlinear quadratic problems

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear-quadratic optimal control problems (49N10) Discrete approximations in optimal control (49M25)

Related Items (1)

A constant rank constraint qualification in continuous-time nonlinear programming

This page was built for publication: Discrete approximations for strict convex continuous time problems and duality