Handbook of Computational Econometrics || Algorithms for Minimax and Expected Value Optimization
β Scribed by Belsley, David A.; Kontoghiorghes, Erricos John
- Publisher
- John Wiley & Sons, Ltd
- Year
- 2009
- Weight
- 653 KB
- Category
- Article
- ISBN
- 0470743859
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π SIMILAR VOLUMES
We characterize in this paper the epigraph of the value function of a discounted infinite horizon optimal control problem as the viability kernel of an auxiliary differential inclusion. Then the viability kernel algorithm applied to this problem provides the value function of the discretized optimal
Based upon the general characteristics of the optimal feed rate profiles presented in an earlier article, efficient computational algorithms have been developed for fedbatch fermentation processes described by four or less mass balance equations. These algorithms make computations of optimal substra