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Listar por palabra clave "Differential games"

Mostrando ítems 1-2 de 2

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

Blanes Zamora, Sergio (Springer-Verlag, 2015)

[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 ...
Magnus integrators for solving linear-quadratic differential games

Blanes Zamora, Sergio; Ponsoda Miralles, Enrique (Elsevier, 2012-08)

We consider Magnus integrators to solve linear-quadratic N-player differential games. These problems require to solve, backward in time, non-autonomous matrix Riccati differential equations which are coupled with the ...

Mostrando ítems 1-2 de 2