A direct solution is proposed to an optimal control problem of linear econometric systems with a quadratic welfare loss function when there are linear equality constraints on the control variables. The direct solution proposed here eliminates the problem of non-uniqueness of the optimal solution, wh
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Solution of linear systems from an optimal control problem arising in wind simulation
β Scribed by M. Benzi; L. Ferragut; M. Pennacchio; V. Simoncini
- Publisher
- John Wiley and Sons
- Year
- 2010
- Tongue
- English
- Weight
- 555 KB
- Volume
- 17
- Category
- Article
- ISSN
- 1070-5325
- DOI
- 10.1002/nla.679
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