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A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems.
Peter Benner
Zvonimir Bujanovic
Patrick Kürschner
Jens Saak
Published in:
SIAM J. Sci. Comput. (2020)
Keyphrases
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numerical methods
differential equations
solving problems
optimization problems
small scale
optimal control
linear systems
computationally hard problems
multiscale
markov chain
np complete
mathematical programming
numerical solution
fractional order