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A numerical method for solving a discrete optimal control problem - MaRDI portal

A numerical method for solving a discrete optimal control problem

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Publication:1921510

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zbMath0854.49022MaRDI QIDQ1921510

Vladimir A. Kazakov, Anatoly M. Tsirlin

Publication date: 22 January 1997

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

quadratic programming discrete time optimal control problem Bellman function numerical algorithm roaming-tube algorithm

Mathematics Subject Classification ID

Quadratic programming (90C20) Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55)

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