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Implicit-Explicit Runge-Kutta Schemes for Numerical Discretization of Optimal Control Problems.
Michael Herty
Lorenzo Pareschi
Sonja Steffensen
Published in:
SIAM J. Numer. Anal. (2013)
Keyphrases
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runge kutta
optimal control problems
differential equations
numerical methods
optimal control
dynamical systems
control theory
ordinary differential equations
numerical solution
continuous functions
dynamic programming
production planning
solving nonlinear
high order
linear program