High order structure preserving explicit methods for solving linear-quadratic optimal control problems (Q2351481): Difference between revisions

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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 (English)
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    23 June 2015
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    geometric numerical integration
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    splitting methods
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    matrix Riccati differential equations
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    differential games
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    linear-quadratic optimal control problems
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    numerical example
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