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

被引：0
|
作者：
A. V. Bulatov
V. F. Krotov
机构：
[1] Russian Academy of Sciences,Trapeznikov Institute of Control Sciences
来源：
Automation and Remote Control | 2009年 / 70卷
关键词：
02.30.Xx; 02.30.Yy; 02.60.Pn;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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页码：1089 / 1099
页数：10
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