A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
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Publication:5200560
DOI10.1080/10556788.2011.593624zbMath1260.49064MaRDI QIDQ5200560
Lanshan Han, W. P. M. H. Heemels, Jong-Shi Pang, M. Kanat Camlibel
Publication date: 6 November 2012
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2011.593624
linear-quadratic optimal control; model predictive control; differential variational inequalities; time-stepping methods
65K05: Numerical mathematical programming methods
49N10: Linear-quadratic optimal control problems
49M25: Discrete approximations in optimal control
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