A. V. Bulatov, V. F. Krotov, “On numeric solution of linear-quadratic optimal control problem by dual method”, Avtomat. i Telemekh., 2009, Issue 7,Pages <nobr>3

This article is cited in 7 papers

Deterministic Systems

On numeric solution of linear-quadratic optimal control problem by dual method

A. V. Bulatov, V. F. Krotov

Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia

Abstract: An iterative numerical solution method is proposed for the general linear quadratic optimal control problem with phase constraints. The method is based on the extension principle. Realization features of the method are described for Matlab environment.

PACS: 02.30.Xx, 02.30.Yy, 02.60.Pn

Presented by the member of Editorial Board: B. T. Polyak

Received: 07.08.2008