Applying a finite-horizon numerical optimization method to a periodic optimal control problem - Azzato, Jeffrey; Krawczyk, Jacek B. (Automatica (Oxford), 2008)
Keywords: Applied sciences; Computer science; control theory; systems; Control theory. Systems; Dynamic systems; Exact sciences and technology; Information systems. Data bases; Markov chain approximation; Memory organisation. Data processing; Numerical optimization; Optimal control; Periodic control; Software; Markov chain approximation; Numerical optimization; Dynamic systems; Periodic control; Markov process; Orbit; Linear programming; HTTP; Dynamical system; Periodic solution; Modeling; Information technology; Optimization; Markov chain; Finite horizon; Optimal control; Stochastic control; Economic information; Deterministic approach; Portfolio management