Conjugate Duality

1976 ◽  
pp. 177-191
Author(s):  
M. S. Bazaraa ◽  
C. M. Shetty
Keyword(s):  
Conjugate Duality

Conjugate Duality in Facility Location

1995 ◽  
pp. 89-101 ◽  
Author(s):  
Carlton H. Scott ◽  
Thomas R. Jefferson ◽  
Soheila Jorjani
Keyword(s):  
Facility Location ◽  
Conjugate Duality

Conjugate duality of correlated equilibrium

2009 ◽  
Vol 45 (12) ◽  
pp. 869-879 ◽  
Author(s):  
Joseph M. Ostroy ◽  
Joon Song
Keyword(s):  
Correlated Equilibrium ◽  
Conjugate Duality

scholarly journals Conjugate duality in stochastic controls with delay

2017 ◽  
Vol 49 (4) ◽  
pp. 1011-1036
Author(s):  
Zimeng Wang ◽  
David J. Hodge ◽  
Huiling Le
Keyword(s):  
Optimal Control ◽  
Stochastic Optimal Control ◽  
Optimal Control Problems ◽  
Maximum Principles ◽  
Conjugate Duality ◽  
Control Problems ◽  
Convex Problem ◽  
Stochastic Controls ◽  
The Relationship ◽  
Equations With Delay

AbstractIn this paper we use the method of conjugate duality to investigate a class of stochastic optimal control problems where state systems are described by stochastic differential equations with delay. For this, we first analyse a stochastic convex problem with delay and derive the expression for the corresponding dual problem. This enables us to obtain the relationship between the optimalities for the two problems. Then, by linking stochastic optimal control problems with delay with a particular type of stochastic convex problem, the result for the latter leads to sufficient maximum principles for the former.

On Cone D.C. Optimization and Conjugate Duality

2003 ◽  
Vol 24 (04) ◽  
pp. 521-528 ◽  
Author(s):  
M. Semu
Keyword(s):  
Conjugate Duality
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