Primal (quantity), dual (price) linear optimal control problems and the weak duality theorem

Autor:	L. I. Kronsjö, T. O. M. Kronsjö
Rok vydání:	1978
Předmět:	Economics and Econometrics Matrix (mathematics) Duality gap Economics Applied mathematics Strong duality Duality (optimization) Perturbation function Optimal control Linear-quadratic-Gaussian control Mathematical economics Weak duality
Zdroj:	Economics of Planning. 14:109-114
ISSN:	1573-0808 0013-0451
DOI:	10.1007/bf00578335
Popis:	In the continuation primal and dual optimal control problems are formulated. The disticntion between state and control variables, state equations and control variable constraints are discarded. A general treatment is achieved by the introduction of a matrix F. The derivation of the dual from the primal follows approximately the approach by J.B. Rosen. The corresponding weak duality theorem is deduced. It is then indicated how typical optimal control formulations may be obtained by the specialisation of the matrices and vectors and their substitution.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::e1620f1e89d0497e8f6844d6aa1ce8fc https://doi.org/10.1007/bf00578335 Zobrazit plný text záznamu Full text from SpringerLink