Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
Peter BennerJing-Rebecca LiThilo PenzlPublished in: Numer. Linear Algebra Appl. (2008)
Keyphrases
- numerical solution
- differential equations
- dynamical systems
- optimal control
- optimal control problems
- linear quadratic
- partial differential equations
- nonlinear equations
- closed loop
- finite element
- control theory
- numerical methods
- exact solution
- linear programming
- curve evolution
- control algorithm
- integer programming
- multiscale