A numerical algorithm for singular optimal LQ control systems
DOI10.1007/s11075-008-9254-zzbMath1173.65047arXiv1203.2194OpenAlexW2033829239MaRDI QIDQ834655
Alberto Ibort, Marina Delgado-Téllez
Publication date: 27 August 2009
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2194
algorithmnumerical resultslinear-quadratic optimal controlsingular value decompositiondifferential algebraic equationssingular optimal controlpresymplectic form
Numerical optimization and variational techniques (65K10) Linear-quadratic optimal control problems (49N10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25)
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