An algorithm for a discretized constrained, continuous quadratic control problem

MaRDI QIDQ2906588zbMATH OpenFDO

Authors Kerongo M. Joash, M. James Okwoyo

Publication date 5 September 2012

Published in Journal of Mathematical Sciences (Dattapukur) (Search for Journal in Brave)

zbMATH Keywords

analytic solutionconjugate gradient methodconstrained integral quadraticdiscretized constrained control problem, continuous quadratic control problem finite state automatadiscretized constrained, continuous quadratic control problemdiscretized continuous algorithmEuler's schemefinite difference methodfinite state automatafunction space algorithmpenalized functional control problems

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10)

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(6)

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