| Revista: | Computational & applied mathematics |
| Base de datos: | PERIÓDICA |
| Número de sistema: | 000272478 |
| ISSN: | 1807-0302 |
| Autores: | Andreani, R1 Goncalves, P.S2 Silva, G.N |
| Instituciones: | 1Universidade Estadual de Campinas, Departamento de Matematica Aplicada, Campinas, Sao Paulo. Brasil 2Universidade Estadual Paulista "Julio de Mesquita Filho", Sao Jose do Rio Preto, Sao Paulo. Brasil |
| Año: | 2004 |
| Volumen: | 23 |
| Número: | 1 |
| Paginación: | 81-105 |
| País: | Brasil |
| Idioma: | Inglés |
| Tipo de documento: | Artículo |
| Enfoque: | Aplicado, descriptivo |
| Resumen en inglés | We propose a discrete approximation scheme to a class of Linear Quadratic Continuous Time Problems. It is shown, under positiveness of the matrix in the integral cost, that optimal solutions of the discrete problems provide a sequence of bounded variation functions which converges almost everywhere to the unique optimal solution. Furthermore, the method of discretization allows us to derive a number of interesting results based on finite dimensional optimization theory, namely, Karush-Kuhn-Tucker conditions of optimality and weak and strong duality. A number of examples are provided to illustrate the theory |
| Disciplinas: | Matemáticas |
| Palabras clave: | Matemáticas aplicadas, Problemas cuadráticos, Tiempo continuo, Aproximación discreta |
| Keyword: | Mathematics, Applied mathematics, Quadratic problems, Continuous time, Discrete approximation |
| Texto completo: | Texto completo (Ver HTML) |
