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A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems - MaRDI portal

A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems (Q5397306)

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scientific article; zbMATH DE number 6260149
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A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
scientific article; zbMATH DE number 6260149

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    A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems (English)
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    19 February 2014
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    structured doubling algorithm
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    optimal control
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    symplectic pencil
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    Cayley transformation
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    disk function method
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    pencil arithmetic
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