A More Direct Solution of the Nearly Singular Linear Regulator Problem

DOI10.1137/0314066zbMath0344.49006OpenAlexW2103506604MaRDI QIDQ4113008

Robert E. jun. O'Malley

Publication date: 1976

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0314066

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical methods in optimal control (49M99)

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