A Duality Approach for Solving Control-Constrained Linear-Quadratic Optimal Control Problems (Q3192128)

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A Duality Approach for Solving Control-Constrained Linear-Quadratic Optimal Control Problems
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    A Duality Approach for Solving Control-Constrained Linear-Quadratic Optimal Control Problems (English)
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    26 September 2014
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    linear-quadratic optimal control problems
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    Fenchel duality
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    zero duality gap
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    strong duality
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    saddle point property
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    Euler discretization
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