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Solution to the HJB equation for LQR-type problems on compact connected Lie groups.

Rohit GuptaUros V. KalabicAnthony M. BlochIlya V. Kolmanovsky
Published in: Autom. (2018)
Keyphrases
  • hamilton jacobi bellman
  • optimal control
  • stochastic control
  • control problems
  • numerical methods
  • mathematical model
  • closed form
  • exact solution
  • numerical solution
  • optimal solution
  • special case
  • lie group