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zbMath1235.49067MaRDI QIDQ3086566

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Publication date: 30 March 2011

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zbMATH Keywords

differential equations in state and costate variables linear quadratic regulator (LQR) problem Pontryagin's maximum principle (PMP)

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving ordinary differential equations (49K15)

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