Finite difference scheme for automatic costate calculation (Q4896902)
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scientific article; zbMATH DE number 938058
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite difference scheme for automatic costate calculation |
scientific article; zbMATH DE number 938058 |
Statements
Finite difference scheme for automatic costate calculation (English)
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12 December 1996
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Lagrange multipliers
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list sensitivities
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automatic calculation
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costates
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state constrained optimal control problems
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Pontryagin's minimum principle
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