Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations (Q1745606)

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scientific article; zbMATH DE number 6861146
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Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations
scientific article; zbMATH DE number 6861146

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    Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations (English)
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    18 April 2018
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    Riccati differential equation
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    Rosenbrock method
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    BDF method
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    LQR problem
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    parabolic control problem
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