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Avtomatika i Telemekhanika, 2009, Issue 7, Pages 3–14 (Mi at493)  
This article is cited in 7 scientific papers (total 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
Full-text PDF (156 kB) Citations (7)
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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.
Presented by the member of Editorial Board: B. T. Polyak

Received: 07.08.2008
English version:
Automation and Remote Control, 2009, Volume 70, Issue 7, Pages 1089–1099
DOI: https://doi.org/10.1134/S0005117909070017
Bibliographic databases:
Document Type: Article
PACS: 02.30.Xx, 02.30.Yy, 02.60.Pn
Language: Russian
Citation: A. V. Bulatov, V. F. Krotov, “On numeric solution of linear-quadratic optimal control problem by dual method”, Avtomat. i Telemekh., 2009, no. 7, 3–14; Autom. Remote Control, 70:7 (2009), 1089–1099
Citation in format AMSBIB
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    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    References:63
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