An efficient numerical algorithm for the solution of a class of optimal control problems

DOI10.1109/9.40784zbMath0691.49034OpenAlexW2049358498MaRDI QIDQ3032906

D. Talwar, Raphael Sivan

Publication date: 1989

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.40784

zbMATH Keywords

first- and second-order algorithmslinear-quadratic in the control

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Newton-type methods (49M15)

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