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Cost functions in non-linear pricing

✍ Scribed by Lionel Thomas


Book ID
117332012
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
55 KB
Volume
72
Category
Article
ISSN
0165-1765

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Hierarchical optimisation for non-linear
✍ Madan Singh; Mohamed F. Hassan πŸ“‚ Article πŸ“… 1978 πŸ› Elsevier Science 🌐 English βš– 213 KB

In this paper the previous hierarchical optimisation algorithm of Hassan and Singh for non-linear interconnected dynamical systems with separable cost functions is extended to the case of non-linear and non-separable cost functions. This ensures that any decomposition could be used and makes the new