This article is cited in 1 paper

Deterministic Systems

Discrete-time control in mathematical programming problems dual to successive adaptation problems

S. I. Morina, A. G. Chentsov

Sverdlovsk

Abstract: A solution method is proposed for one class of mathematical programming, MP, problems dual to successive optimization problems. An auxiliary discrete-time control problem is introduced whose solution is found by a discrete version of the dynamic programming method. The solution of the auxiliary problem is found to be that for the MP problem.

UDC: 519.857


Received: 30.07.1987

 English version: Automation and Remote Control, 1989, 50:2, 167–174

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