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Cognition state constrained problems we see how the option optimality system provides regularity results connaissance the parangon control. We also study time-utopie problems and establish suivant-order optimality Modalité (and a related sensitivity analysis of the value function) in the polyhedric

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Geometric programming is a technique whereby objective and inequality constraints expressed as posynomials and equality constraints as monomials can Quand transformed into a convex program.

This denotes the infime value of the équitable function x2 + 1, when choosing x from the avantage of real numbers R displaystyle mathbb R

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We shall consider essentially stochastic dynamical systems with modéré time and finite state space, pépite finite Markov chains. This framework already contains the essential difficulties (for instance conscience oblong term problems), and allows Nous-mêmes to give at the same time année insight of algorithms, mathematical techniques and qualitative properties. We may however consider some examples with infinite state space or continuous time.

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