On numeric solution of linear-quadratic optimal control problem by dual method

DOI10.1134/S0005117909070017MaRDI QIDQ1040486zbMATH OpenFDO

Authors A. V. Bulatov, V. F. Krotov

Publication date 24 November 2009

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

numerical solutionextension principlegeneral linear quadratic optimal control problem with phase constraints

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Control problems involving ordinary differential equations (34H05) Linear-quadratic optimal control problems (49N10)

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Cites work

• scientific article; zbMATH DE number 1151782 (Why is no real title available?)
• scientific article; zbMATH DE number 818451 (Why is no real title available?)
• On dual problems of optimal control

Cited in

(13)

• Primal-dual method for solving a linear-quadratic multi-input optimal control problem
• scientific article; zbMATH DE number 2195329 (Why is no real title available?)
• A numerical solution of positive-semidefinite linear-quadratic optimal control
• Efficient reconstructed Legendre algorithm for solving linear-quadratic optimal control problems
• scientific article; zbMATH DE number 3915077 (Why is no real title available?)
• scientific article; zbMATH DE number 3951408 (Why is no real title available?)
• scientific article; zbMATH DE number 3971607 (Why is no real title available?)
• Iterative method for solving linear problems of optimal control with terminal constraints
• An exact dual method of solution of a linear terminal control problem
• Optimization of linear systems with controllable coefficients
• Direct method to solve linear-quadratic optimal control problems
• Analytic and numeric solutions of discretized constrained optimal control problem with vector and matrix coefficients
• The synthesis of the proportional-differential regulators for the systems with fixed ends of trajectories under two-sided constraints on control values

Describes a project that uses

Uses Software

• Matlab

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