A time-domain decomposition iterative method for the solution of distributed linear quadratic optimal control problems
نویسندگان
چکیده
منابع مشابه
A time-domain decomposition iterative method for the solution of distributed linear quadratic optimal control problems
We study a class of time-domain decomposition-based methods for the numerical solution of large-scale linear quadratic optimal control problems. Our methods are based on a multiple shooting reformulation of the linear quadratic optimal control problem as a discrete-time optimal control (DTOC) problem. The optimality conditions for this DTOC problem lead to a linear block tridiagonal system. The...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2005
ISSN: 0377-0427
DOI: 10.1016/j.cam.2004.03.005