Efficient reconstructed Legendre algorithm for solving linear-quadratic optimal control problems
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Publication:441907
DOI10.1016/J.AML.2012.02.065zbMATH Open1247.65083OpenAlexW2094762873MaRDI QIDQ441907FDOQ441907
Authors: M. El-Kady 
Publication date: 8 August 2012
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2012.02.065
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Cites Work
- Efficient spectral-Galerkin algorithms for direct solution of fourth-order differential equations using Jacobi polynomials
- On dual problems of optimal control
- Integrals of Bernstein polynomials: an application for the solution of high even-order differential equations
- A Pseudospectral Method for the Optimal Control of Constrained Feedback Linearizable Systems
- A Chebyshev polynomial method for optimal control with state constraints
- Optimal control of Volterra integral equations via triangular functions
- On numeric solution of linear-quadratic optimal control problem by dual method
- Employing the algebraic Riccati equation for a parametrization of the solutions of the finite-horizon LQ problem: the discrete-time case
- A unified approach to finite-horizon generalized LQ optimal control problems for discrete-time systems
- INTERACTIVE CHEBYSHEV–LEGENDRE ALGORITHM FOR LINEAR QUADRATIC OPTIMAL REGULATOR SYSTEMS
- Spectral method for constrained linear-quadratic optimal control
- On the solution of the Riccati differential equation arising from the LQ optimal control problem
Cited In (4)
- Direct method to solve linear-quadratic optimal control problems
- Optimization algorithm based on Legendre polynomial method for the linear quadratic optimal control problem with disturbances
- Tau method for linear quadratic regulator problems
- INTERACTIVE CHEBYSHEV–LEGENDRE ALGORITHM FOR LINEAR QUADRATIC OPTIMAL REGULATOR SYSTEMS
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