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High order structure preserving explicit methods for solving linear-quadratic optimal control problems

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High order structure preserving explicit methods for solving linear-quadratic optimal control problems

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Blanes Zamora, S. (2015). High order structure preserving explicit methods for solving linear-quadratic optimal control problems. Numerical Algorithms. 69:271-290. https://doi.org/10.1007/s11075-014-9894-0

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Título: High order structure preserving explicit methods for solving linear-quadratic optimal control problems
Autor: Blanes Zamora, Sergio
Entidad UPV: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Fecha difusión:
Resumen:
[EN] We consider the numerical integration of linear-quadratic optimal control problems. This problem requires the solution of a boundary value problem: a non-autonomous matrix Riccati differential equation (RDE) with final ...[+]
Palabras clave: Geometric Numerical Integration , Splitting methods , matrix Riccati differential equations , LQ optimal control problems , Differential games
Derechos de uso: Reserva de todos los derechos
Fuente:
Numerical Algorithms. (issn: 1017-1398 )
DOI: 10.1007/s11075-014-9894-0
Editorial:
Springer-Verlag
Versión del editor: https://doi.org/10.1007/s11075-014-9894-0
Código del Proyecto:
info:eu-repo/grantAgreement/MICINN//MTM2010-18246-C03-02/ES/METODOS DE ESCISION Y COMPOSICION EN INTEGRACION NUMERICA GEOMETRICA/
Agradecimientos:
The author wishes to thank the University of California San Diego for its hospitality where part of this work was done. He also acknowledges the support of the Ministerio de Ciencia e Innovacion (Spain) under the coordinated ...[+]
Tipo: Artículo

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