Method for automatic costate calculation (Q3126879)

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Method for automatic costate calculation
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    Method for automatic costate calculation (English)
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    3 April 1997
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    automatic calculation of costates
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    Lagrangian multipliers
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    control-constrained
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    interior-point-constrained
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    state-constrained optimal control problems
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    brachistochrone problem
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    Pontryagin's minimum principle
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