File Download
There are no files associated with this item.
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1093/imamci/6.1.27
- Scopus: eid_2-s2.0-0024922382
- WOS: WOS:A1989U550800003
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: Singular stochastic control problems solved by a sparse simplex method
Title | Singular stochastic control problems solved by a sparse simplex method |
---|---|
Authors | |
Issue Date | 1989 |
Publisher | Oxford University Press. The Journal's web site is located at http://imamci.oxfordjournals.org/ |
Citation | Ima Journal Of Mathematical Control And Information, 1989, v. 6 n. 1, p. 27-38 How to Cite? |
Abstract | Numerical solutions of singular stochastic control problems in bounded intervals are obtained by a sparse linear-programming algorithm. The algorithm terminates in a finite number of iterations in the absence of roundoff errors. Applications to other problems in control theory are discussed. © 1989 Oxford University Press. |
Persistent Identifier | http://hdl.handle.net/10722/150950 |
ISSN | 2023 Impact Factor: 1.6 2023 SCImago Journal Rankings: 0.483 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Sun, M | en_US |
dc.date.accessioned | 2012-06-26T06:15:10Z | - |
dc.date.available | 2012-06-26T06:15:10Z | - |
dc.date.issued | 1989 | en_US |
dc.identifier.citation | Ima Journal Of Mathematical Control And Information, 1989, v. 6 n. 1, p. 27-38 | en_US |
dc.identifier.issn | 0265-0754 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/150950 | - |
dc.description.abstract | Numerical solutions of singular stochastic control problems in bounded intervals are obtained by a sparse linear-programming algorithm. The algorithm terminates in a finite number of iterations in the absence of roundoff errors. Applications to other problems in control theory are discussed. © 1989 Oxford University Press. | en_US |
dc.language | eng | en_US |
dc.publisher | Oxford University Press. The Journal's web site is located at http://imamci.oxfordjournals.org/ | en_US |
dc.relation.ispartof | IMA Journal of Mathematical Control and Information | en_US |
dc.title | Singular stochastic control problems solved by a sparse simplex method | en_US |
dc.type | Article | en_US |
dc.identifier.email | Sun, M:minsun@hku.hk | en_US |
dc.identifier.authority | Sun, M=rp00780 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1093/imamci/6.1.27 | en_US |
dc.identifier.scopus | eid_2-s2.0-0024922382 | en_US |
dc.identifier.volume | 6 | en_US |
dc.identifier.issue | 1 | en_US |
dc.identifier.spage | 27 | en_US |
dc.identifier.epage | 38 | en_US |
dc.identifier.isi | WOS:A1989U550800003 | - |
dc.publisher.place | United Kingdom | en_US |
dc.identifier.scopusauthorid | Sun, M=25932315800 | en_US |
dc.identifier.issnl | 0265-0754 | - |