Symplectic Runge-Kutta discretization of a regularized forward-backward sweep iteration for optimal control problems.
Xin LiuJason FrankPublished in: J. Comput. Appl. Math. (2021)
Keyphrases
- forward backward
- optimal control problems
- runge kutta
- differential equations
- optimal control
- hidden markov models
- control theory
- ordinary differential equations
- numerical methods
- objective function
- production planning
- dynamical systems
- continuous functions
- solving nonlinear
- numerical solution
- constrained optimization
- partial differential equations
- linear program
- algebraic geometry
- multiscale