On a Certain Parameter of the Discretized Extended Linear-Quadratic Problem of Optimal Control
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Publication:4874941
DOI10.1137/S0363012993252711zbMath0841.49014OpenAlexW2067982576MaRDI QIDQ4874941
Publication date: 11 June 1996
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012993252711
optimal controlminimax problemextended linear-quadratic programmingprimal-dual projected gradient algorithm
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Existence of solutions for minimax problems (49J35) Linear-quadratic optimal control problems (49N10) Methods of reduced gradient type (90C52)
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