Linear-Quadratic Programming and Optimal Control

DOI10.1137/0325045zbMath0617.49010OpenAlexW2159641394MaRDI QIDQ4726933

R. Tyrrell Rockafellar

Publication date: 1987

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0325045

zbMATH Keywords

optimal control problemslinear and quadratic continuous-time programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear programming (90C05) Existence theories for optimal control problems involving ordinary differential equations (49J15) Duality theory (optimization) (49N15) Optimality conditions for problems involving ordinary differential equations (49K15)

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