An application of conjugate duality for numerical solution of continuous convex optimal control problems.
Jirí V. OutrataOtakar KrízPublished in: Kybernetika (1980)
Keyphrases
- numerical solution
- optimal control problems
- differential equations
- solving nonlinear
- nonlinear equations
- finite dimensional
- continuous functions
- optimal control
- infinite dimensional
- partial differential equations
- control theory
- production planning
- augmented lagrangian
- dynamical systems
- finite element
- linear systems
- convex optimization
- linear programming
- numerical methods
- exact solution
- piecewise constant
- object recognition
- convex sets
- image processing
- lot sizing
- dynamic programming
- reinforcement learning
- multiscale