On the optimal control computation of linear systems (Q3086566)

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scientific article; zbMATH DE number 5872080
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    On the optimal control computation of linear systems
    scientific article; zbMATH DE number 5872080

      Statements

      30 March 2011
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      linear quadratic regulator (LQR) problem
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      Pontryagin's maximum principle (PMP)
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      differential equations in state and costate variables
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