EFFECTIVE FINITE HORIZON LINEAR-QUADRATIC CONTINUOUS TERMINAL CONTROL

DOI10.1142/S0219876213500382zbMath1359.49011OpenAlexW1980951548MaRDI QIDQ2971856

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Publication date: 7 April 2017

Published in: International Journal of Computational Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219876213500382

zbMATH Keywords

terminal constraintfinite-horizon LQtransit matrix method

Mathematics Subject Classification ID

Newton-type methods (49M15) Duality theory (optimization) (49N15)

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