Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations
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Publication:2982568
DOI10.1109/TAC.2015.2398889zbMath1360.65192MaRDI QIDQ2982568
Publication date: 16 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Linear-quadratic optimal control problems (49N10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Large-scale systems (93A15)
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