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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| English | A duality approach for solving control-constrained linear-quadratic optimal control problems |
scientific article; zbMATH DE number 6348157 |
Statements
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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0.8160163164138794
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0.7914074063301086
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0.7910999059677124
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