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10 items by relevance
1 Printed book

Optimal feedback solution. A constrained stochastic one-storage model

Jørgensen, C.; Ravn, H.F.; Danmarks Tekniske Universitet

Year: 1996

Language: English

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2 Report

Optimal feedback solution: A constrained stochastic one-storage model

Ravn, Hans V.

Year: 1996

Language: English

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kh epdafomcnb lji g
3 Book

Optimal feedback solution: A constrained stochastic one-storage model

Jørgensen, C.; Ravn, H.F.

Technical University of Denmark. Institute of Mathematical Modelling — 1996

Year: 1996

Language: English

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o nbdk jegapf hlcim
4 Journal article

Optimal feedback solution of a constrained stochastic one-storage model

Jørgensen, Claus; Ravn, Hans F.

Optimal Control Applications and Methods — 1997, Volume 18, Issue 6, pp. 445-452

We describe a method for obtaining the optimal feedback solution to a constrained discrete time linear-quadratic optimal control problem. The dimensions of the state and control vectors are one and the stochasticity is represented by a finite number of possible outcomes at each stage. The method

Year: 1997

Language: English

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nopgemhb di lfk acj
5 Journal article

Optimal feedback solution of a constrained stochastic one-storage model

Jørgensen, C.; Ravn, H.F.

Optim. Control Applic. Meth — 1997, Volume 18, pp. 445-452

Year: 1997

Language: English

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