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Analytical solution of a linear quadratic optimal control problem with control value constraints - MaRDI portal

Analytical solution of a linear quadratic optimal control problem with control value constraints (Q2263872)

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Analytical solution of a linear quadratic optimal control problem with control value constraints
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    Analytical solution of a linear quadratic optimal control problem with control value constraints (English)
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    19 March 2015
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    linear quadratic optimal control problem
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    control value constraints
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    Lagrange multipliers
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