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Portfolio optimization via stochastic programming: Methods of output analysis

✍ Scribed by Jitka Dupačová

Publisher
Springer
Year
1999
Tongue
English
Weight
213 KB
Volume
50
Category
Article
ISSN
0340-9422

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Optimal control of systems with delayed
Optimal control of systems with delayed observation sharing patterns via input–output methods
✍ Petros G. Voulgaris 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 337 KB

In this paper we present an input-output point of view of certain optimal control problems with constraints on the processing of the measurement data. In particular, we consider norm minimization optimal control problems under the so-called one-step delay observation sharing pattern. We present a Yo