A Duality Approach for Solving Control-Constrained Linear-Quadratic Optimal Control Problems (Q3192128)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Duality Approach for Solving Control-Constrained Linear-Quadratic Optimal Control Problems |
scientific article |
Statements
A Duality Approach for Solving Control-Constrained Linear-Quadratic Optimal Control Problems (English)
0 references
26 September 2014
0 references
linear-quadratic optimal control problems
0 references
Fenchel duality
0 references
zero duality gap
0 references
strong duality
0 references
saddle point property
0 references
Euler discretization
0 references