A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
DOI10.1002/nla.1828zbMath1289.49038OpenAlexW1854762435MaRDI QIDQ5397306
Federico Poloni, Volker Mehrmann
Publication date: 19 February 2014
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.1828
optimal controlCayley transformationstructured doubling algorithmsymplectic pencildisk function methodpencil arithmetic
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Feedback control (93B52) Linear-quadratic optimal control problems (49N10)
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