High order structure preserving explicit methods for solving linear-quadratic optimal control problems
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Publication:2351481
DOI10.1007/s11075-014-9894-0zbMath1317.65144arXiv1311.1041OpenAlexW1977062482MaRDI QIDQ2351481
Publication date: 23 June 2015
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.1041
differential gamesnumerical examplesplitting methodslinear-quadratic optimal control problemsgeometric numerical integrationmatrix Riccati differential equations
Numerical optimization and variational techniques (65K10) Differential games (aspects of game theory) (91A23) Linear-quadratic optimal control problems (49N10) Discrete approximations in optimal control (49M25)
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