Iterative aggregation in linearly quadratic control problems with cross couplings

DOI10.1016/0041-5553(89)90207-3zbMath0724.49021OpenAlexW1986386989MaRDI QIDQ3211881

Igor S. Litvinchev

Publication date: 1989

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(89)90207-3

zbMATH Keywords

aggregationdiscrete linear-quadratic optimal controltwo-stage iterative scheme

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Linear-quadratic optimal control problems (49N10)

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