Adjoint estimation from a direct multiple shooting method
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Publication:1367802
DOI10.1023/A:1022650928786zbMath0891.49016OpenAlexW106220348MaRDI QIDQ1367802
Publication date: 9 July 1998
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022650928786
direct methodsparametric optimal controloptimal control problemsadjoint variablesindirect methodsmultiple shooting methods
Numerical methods based on necessary conditions (49M05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Optimality conditions for problems involving ordinary differential equations (49K15)
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- Finite difference scheme for automatic costate calculation
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