Imbedding the Multiplier in a Discretized Optimal Control Problem With Real Coefficients Via the Penalty and Multiplier Methods
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Publication:3564710
DOI10.3844/jmssp.2010.23.27zbMath1190.49042OpenAlexW2103996317MaRDI QIDQ3564710
Publication date: 26 May 2010
Published in: Journal of Mathematics and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.scipub.org/scipub/ab_issue.php?pg_no=23-27&j_id=jms2&art_no=267&issue_no=22
Quadratic programming (90C20) Linear-quadratic optimal control problems (49N10) Control problems involving ordinary differential equations (34H05) Discrete approximations in optimal control (49M25)