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A numerical method for solving a discrete optimal control problem - MaRDI portal

A numerical method for solving a discrete optimal control problem (Q1921510)

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scientific article; zbMATH DE number 920956
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English
A numerical method for solving a discrete optimal control problem
scientific article; zbMATH DE number 920956

    Statements

    A numerical method for solving a discrete optimal control problem (English)
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    22 January 1997
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    roaming-tube algorithm
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    optimal control problem
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    discrete time
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    Bellman function
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    quadratic programming
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    numerical algorithm
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