| Journal: | Computational & applied mathematics |
| Database: | PERIÓDICA |
| System number: | 000272478 |
| ISSN: | 1807-0302 |
| Authors: | Andreani, R1 Goncalves, P.S2 Silva, G.N |
| Institutions: | 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 |
| Year: | 2004 |
| Volumen: | 23 |
| Number: | 1 |
| Pages: | 81-105 |
| Country: | Brasil |
| Language: | Inglés |
| Document type: | Artículo |
| Approach: | Aplicado, descriptivo |
| English abstract | 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 |
| Disciplines: | Matemáticas |
| Keyword: | Matemáticas aplicadas, Problemas cuadráticos, Tiempo continuo, Aproximación discreta |
| Keyword: | Mathematics, Applied mathematics, Quadratic problems, Continuous time, Discrete approximation |
| Full text: | Texto completo (Ver HTML) |
