scientific article; zbMATH DE number 1341931
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Publication:4263494
zbMath0930.65075MaRDI QIDQ4263494
Publication date: 9 February 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal controlalgebraic Riccati equationnumerical exampleslinear-quadratic regulator problemlinear-quadratic optimizationquadratic performance criterionlinear time-invariant dynamical system
Numerical optimization and variational techniques (65K10) Linear systems in control theory (93C05) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25)
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Balancing sparse Hamiltonian eigenproblems ⋮ An invariant subspace method for large-scale algebraic Riccati equation ⋮ A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ Parallel reduction of four matrices to condensed form for a generalized matrix eigenvalue algorithm ⋮ A Hamiltonian Krylov-Schur-type method based on the symplectic Lanczos process ⋮ Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems ⋮ Structured Eigenvalue Problems ⋮ A robust numerical method for the \(\gamma\)-iteration in \(H_{\infty}\) control ⋮ Sparse Grid Approximation of the Riccati Operator for Closed Loop Parabolic Control Problems with Dirichlet Boundary Control
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