Multilevel dynamic programming for general multiple linear-quadratic control in discrete-time systems

DOI10.1016/0898-1221(94)90124-4zbMath0805.49020OpenAlexW2006558679WikidataQ57445577 ScholiaQ57445577MaRDI QIDQ1327182

J. A. Burger, Li, Duan

Publication date: 5 February 1995

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(94)90124-4

zbMATH Keywords

numerical examplediscrete-time systemsmultilevel dynamic programmingmultiple linear-quadratic control problems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10)

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