High order structure preserving explicit methods for solving linear-quadratic optimal control problems (Q2351481)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High order structure preserving explicit methods for solving linear-quadratic optimal control problems |
scientific article |
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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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