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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. doi:10.1007/s11075-014-9894-0

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/94538

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Title: High order structure preserving explicit methods for solving linear-quadratic optimal control problems
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
[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 ...[+]
Subjects: Geometric Numerical Integration , Splitting methods , matrix Riccati differential equations , LQ optimal control problems , Differential games
Copyrigths: Reserva de todos los derechos
Source:
Numerical Algorithms. (issn: 1017-1398 )
DOI: 10.1007/s11075-014-9894-0
Publisher:
Springer-Verlag
Publisher version: https://doi.org/10.1007/s11075-014-9894-0
Thanks:
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 ...[+]
Type: Artículo

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