A duality approach for solving control-constrained linear-quadratic optimal control problems
DOI10.1137/130910221zbMATH Open1298.49053OpenAlexW1986364981WikidataQ58048415 ScholiaQ58048415MaRDI QIDQ3192128FDOQ3192128
C. Y. Kaya, R. S. Burachik, Saba N. Majeed
Publication date: 26 September 2014
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/130910221
Recommendations
strong dualitylinear-quadratic optimal control problemsFenchel dualityEuler discretizationsaddle point propertyzero duality gap
Numerical methods based on nonlinear programming (49M37) Sensitivity, stability, parametric optimization (90C31) Sensitivity, stability, well-posedness (49K40) Discrete approximations in optimal control (49M25) Linear-quadratic optimal control problems (49N10) Numerical solutions to equations with nonlinear operators (65J15) Duality theory (optimization) (49N15)
Cited In (17)
- A duality-based approach for linear parabolic optimal control problems
- Lax-Oleinik-type formulas and efficient algorithms for certain high-dimensional optimal control problems
- Dualization and discretization of linear-quadratic control problems with bang-bang solutions
- Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
- Optimal control synthesis for the constrained bilinear biquadratic regulator problem
- A primal-dual semi-definite programming approach to linear quadratic control
- On numeric solution of linear-quadratic optimal control problem by dual method
- Linearly Constrained Linear Quadratic Regulator from the Viewpoint of Kernel Methods
- Optimal Control Duality and the Douglas–Rachford Algorithm
- Infeasible and critically feasible optimal control
- Sparse network optimization for synchronization
- Title not available (Why is that?)
- Title not available (Why is that?)
- Primal-dual method for solving a linear-quadratic multi-input optimal control problem
- An exact dual method of solution of a linear terminal control problem
- A game representation for a finite horizon state constrained continuous time linear regulator problem
- Fenchel duality and smoothness of solution of the optimal routing problem
This page was built for publication: A duality approach for solving control-constrained linear-quadratic optimal control problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3192128)
