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

DOI10.1134/S0005117909070017zbMath1194.49044MaRDI QIDQ1040486

V. F. Krotov, A. V. Bulatov

Publication date: 24 November 2009

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

numerical solutionextension principlegeneral linear quadratic optimal control problem with phase constraints

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Linear-quadratic optimal control problems (49N10) Control problems involving ordinary differential equations (34H05)

Related Items (4)

Primal-dual method for solving a linear-quadratic multi-input optimal control problem ⋮ Efficient reconstructed Legendre algorithm for solving linear-quadratic optimal control problems ⋮ Optimization of linear systems with controllable coefficients ⋮ The Synthesis of the Proportional-Differential Regulators for the Systems with Fixed Ends of Trajectories Under Two-Sided Constraints on Control Values

Uses Software

• Matlab

Cites Work

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• On dual problems of optimal control

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