High order structure preserving explicit methods for solving linear-quadratic optimal control problems
From MaRDI portal
Publication:2351481
DOI10.1007/s11075-014-9894-0zbMath1317.65144arXiv1311.1041OpenAlexW1977062482MaRDI QIDQ2351481
Publication date: 23 June 2015
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.1041
differential gamesnumerical examplesplitting methodslinear-quadratic optimal control problemsgeometric numerical integrationmatrix Riccati differential equations
Numerical optimization and variational techniques (65K10) Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10) Discrete approximations in optimal control (49M25)
Related Items
A Lanczos-type procedure for tensors, A Lanczos-like method for non-autonomous linear ordinary differential equations, Lanczos-like algorithm for the time-ordered exponential: the \(\ast\)-inverse problem., Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations, Tridiagonalization of systems of coupled linear differential equations with variable coefficients by a Lanczos-like method
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Magnus integrators for solving linear-quadratic differential games
- High order optimized geometric integrators for linear differential equations
- Splitting and composition methods for explicit time dependence in separable dynamical systems
- Computational methods in engineering boundary value problems
- Positive definiteness in the numerical solution of Riccati differential equations
- Matrix Riccati equations in control and systems theory
- Practical symplectic partitioned Runge-Kutta and Runge-Kutta-Nyström methods
- On the necessity of negative coefficients for operator splitting schemes of order higher than two
- Composition methods in the presence of small parameters
- New families of symplectic splitting methods for numerical integration in dynamical astronomy
- Structure preserving integrators for solving (non-)linear quadratic optimal control problems with applications to describe the flight of a quadrotor
- Series Nash solution of two-person, nonzero-sum, linear-quadratic differential games
- Riccati differential equations
- Exponential integrators
- Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators
- Splitting methods
- Primer on Optimal Control Theory
- Matrix Analysis
- Expokit
- On the solution of linear differential equations in Lie groups
- Non-autonomous Riccati-type matrix differential equations: existence interval, construction of continuous numerical solutions and error bounds
- Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
- Control of quantum phenomena: past, present and future
- Geometric Numerical Integration
