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Volumn 88, Issue 3, 1996, Pages 541-559

Sensitivity analysis for generalized linear-quadratic problems

Author keywords

Generalized linear quadratic problems; Parametrized minimax problems; Sensitivity analysis

Indexed keywords

QUADRATIC PROGRAMMING; SET THEORY;

EID: 0040008183     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02192198     Document Type: Article
Times cited : (7)

References (17)
  • 1
    • 0022699539 scopus 로고
    • A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
    • ROCKAFELLAR, R. T., and WETS, R. J., A Lagrangian Finite Generation Technique for Solving Linear-Quadratic Problems in Stochastic Programming, Mathematical Programming Studies, Vol. 28, pp. 252-265, 1986.
    • (1986) Mathematical Programming Studies , vol.28 , pp. 252-265
    • Rockafellar, R.T.1    Wets, R.J.2
  • 2
    • 0013675612 scopus 로고
    • Linear-quadratic problems with stochastic penalties: The finite generation algorithm
    • Numerical Techniques for Stochastic Optimization Problems, Springer Verlag, Berlin, Germany
    • ROCKAFELLAR, R. T., and WETS, R. J., Linear-Quadratic Problems with Stochastic Penalties: The Finite Generation Algorithm, Numerical Techniques for Stochastic Optimization Problems, Lecture Notes in Control and Information Sciences, Springer Verlag, Berlin, Germany, Vol. 81, pp. 545-560, 1983.
    • (1983) Lecture Notes in Control and Information Sciences , vol.81 , pp. 545-560
    • Rockafellar, R.T.1    Wets, R.J.2
  • 5
    • 0025460884 scopus 로고
    • Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time
    • ROCKAFELLAR, R. T., and WETS, R. J., Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time, SIAM Journal on Control and Optimization, Vol. 28, pp. 810-822, 1990.
    • (1990) SIAM Journal on Control and Optimization , vol.28 , pp. 810-822
    • Rockafellar, R.T.1    Wets, R.J.2
  • 6
    • 34249960545 scopus 로고
    • Computational schemes for solving large-scale problems in extended linear-quadratic programming
    • ROCKAFELLAR, R. T., Computational Schemes for Solving Large-Scale Problems in Extended Linear-Quadratic Programming, Mathematical Programming, Vol. 48, pp. 447-474, 1990.
    • (1990) Mathematical Programming , vol.48 , pp. 447-474
    • Rockafellar, R.T.1
  • 7
    • 0039811072 scopus 로고
    • Large-scale extended linear-quadratic programming and multistage optimization
    • SIAM Publications, Philadelphia, Pennsylvania
    • ROCKAFELLAR, R. T., Large-Scale Extended Linear-Quadratic Programming and Multistage Optimization, Proceedings of the 5th Mexico-US Workshop on Numerical Analysis, SIAM Publications, Philadelphia, Pennsylvania, 1990.
    • (1990) Proceedings of the 5th Mexico-US Workshop on Numerical Analysis
    • Rockafellar, R.T.1
  • 10
    • 0023090058 scopus 로고
    • Some topological properties of the solution sets of parametrized minimax problems
    • CORREA, R., and SEEGER, A., Some Topological Properties of the Solution Sets of Parametrized Minimax Problems, Applied Mathematics and Optimization, Vol. 15, pp. 87-91, 1987.
    • (1987) Applied Mathematics and Optimization , vol.15 , pp. 87-91
    • Correa, R.1    Seeger, A.2
  • 12
    • 0004267646 scopus 로고
    • Princeton University Press, Princeton, New Jersey
    • ROCKAFELLAR, R. T., Convex Analysis, Princeton University Press, Princeton, New Jersey, 1970.
    • (1970) Convex Analysis
    • Rockafellar, R.T.1
  • 14
    • 0001052352 scopus 로고
    • Some continuity properties of polyhedral multifunctions
    • ROBINSON, S. M., Some Continuity Properties of Polyhedral Multifunctions, Mathematical Programming Study, Vol. 14, pp. 206-214, 1981.
    • (1981) Mathematical Programming Study , vol.14 , pp. 206-214
    • Robinson, S.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.