bilinear problem

The optimal control problem is considered for bilinear systems affected by external persistent disturbances.

摘要研究具有外界持续扰动作用下双线性系统的最优控制问题.

Generalized Bilinear Programming Model for Index Tracking Problem

指数跟踪问题的广义双线性规划模型

The paper studies the quadratic optimal control problem of discrete time delay bilinear systems.

研究具有二次型性能指标的离散时滞双线性系统最优控制问题.

The bilinear programming is converted into a max min problem on the principle of duality, and a linear approximation algorithm for the max min problem is presented, which proves to be convergent in finite steps.

利用对偶原理，将双线性规划问题转化为极大极小问题，研究了该极大极小问题的线性逼近算法，并证明了该算法在有限步内收敛。

Then based on the admissible bilinear map, the decisional BDH problem, computational BDH problem and some variants were analyzed, respectively.

基于可容许的双线性映射，再分别对判定BDH问题、计算BDH问题以及变形的BDH问题进行了分析；

This paper proposes a generalized bilinear programming model for index tracking problem with transaction costs, rebalance and holding constraints.

本文对指数跟踪问题建立了一种广义的双线性规划模型，其中考虑了交易费用、持仓限制与重平衡问题。