ANOTHER LOOK AT LINEAR-QUADRATIC OPTIMIZATION PROBLEMS OVER TIME

Authors
NIEUWENHUIS JW
Citation
Jw. Nieuwenhuis, ANOTHER LOOK AT LINEAR-QUADRATIC OPTIMIZATION PROBLEMS OVER TIME, Systems & control letters, 25(2), 1995, pp. 89-97
Citations number
6
Categorie Soggetti
Controlo Theory & Cybernetics","System Science","Operatione Research & Management Science
Journal title
Systems & control letters → ACNP
ISSN journal
01676911
Volume
25
Issue
2
Year of publication
1995
Pages
89 - 97
Database
ISI
SICI code
0167-6911(1995)25:2<89:ALALOP>2.0.ZU;2-P
Abstract
We will study deterministic quadratic optimization problems over time with linear constraints by means of the behavioral approach of linear systems as developed by Willems (1986, 1989). We will start with a sim ple example from economics and embed this in a general framework. Then we will develop the basic optimization theory in this framework.