scientific article; zbMATH DE number 5217550
zbMATH Open1130.65118MaRDI QIDQ5429752FDOQ5429752
Authors: Guangda Hu 
Publication date: 4 December 2007
Title of this publication is not available (Why is that?)
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numerical experimentsHamiltonian systemsoptimal controlRiccati equationsymplectic geometrysymplectic Runge-Kutta methodslinear matrix differential equationlinear quadratic regulator problem
Linear-quadratic optimal control problems (49N10) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Numerical methods for initial value problems involving ordinary differential equations (65L05)
Cited In (7)
- Structure preserving integrators for solving (non-)linear quadratic optimal control problems with applications to describe the flight of a quadrotor
- Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
- Magnus integrators for solving linear-quadratic differential games
- Time-averaging and exponential integrators for non-homogeneous linear IVPs and BVPs
- Monotonicity of quadratic forms with symplectic Runge-Kutta methods
- Symplectic Runge-Kutta methods for the Kalman-Bucy filter
- Numerical solutions of linear quadratic control for time-varying systems via symplectic conservative perturbation
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