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On numeric solution of linear-quadratic optimal control problem by dual method - MaRDI portal

On numeric solution of linear-quadratic optimal control problem by dual method (Q1040486)

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scientific article; zbMATH DE number 5637677
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On numeric solution of linear-quadratic optimal control problem by dual method
scientific article; zbMATH DE number 5637677

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    On numeric solution of linear-quadratic optimal control problem by dual method (English)
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    24 November 2009
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    numerical solution
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    general linear quadratic optimal control problem with phase constraints
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    extension principle
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