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Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations.
Peter Benner
Hermann Mena
Published in:
J. Num. Math. (2018)
Keyphrases
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numerical solution
differential equations
infinite dimensional
finite dimensional
dynamical systems
ordinary differential equations
boundary value problem
numerical methods
partial differential equations
optimal control
difference equations
machine learning
search space
closed loop