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Convergence rate for a Radau hp collocation method applied to constrained optimal control.

William W. HagerHongyan HouSubhashree MohapatraAnil V. RaoXiang-Sheng Wang
Published in: Comput. Optim. Appl. (2019)
Keyphrases
  • convergence rate
  • optimal control
  • dynamic programming
  • cost function
  • optimization method
  • step size
  • gradient method
  • objective function
  • convergence speed
  • learning rate