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The optimization of a quadratic function subject to linear constraints

✍ Scribed by Harry Markowitz

Publisher
John Wiley and Sons
Year
1956
Tongue
English
Weight
842 KB
Volume
3
Category
Article
ISSN
0894-069X

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πŸ“œ SIMILAR VOLUMES

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The optimal feedback control of the linear-quadratic control problem with a control inequality constraint
✍ Yunying Mao; Zeyi Liu πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 104 KB

## Abstract In this paper, we consider the linear‐quadratic control problem with an inequality constraint on the control variable. We derive the feedback form of the optimal control by the agency of the unconstrained linear‐quadratic control systems. Copyright Β© 2001 John Wiley & Sons, Ltd.