A duality approach for solving control-constrained linear-quadratic optimal control problems (Q3192128)

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scientific article; zbMATH DE number 6348157
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    A duality approach for solving control-constrained linear-quadratic optimal control problems
    scientific article; zbMATH DE number 6348157

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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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