A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints

DOI10.1080/10556788.2011.593624zbMath1260.49064OpenAlexW2170197658MaRDI QIDQ5200560

Lanshan Han, W. P. M. H. Heemels, Jong-Shi Pang, M. Kanat Camlibel

Publication date: 6 November 2012

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.593624

zbMATH Keywords

linear-quadratic optimal controlmodel predictive controldifferential variational inequalitiestime-stepping methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear-quadratic optimal control problems (49N10) Discrete approximations in optimal control (49M25)

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