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Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems

by Borzì, Alfio

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Description

The SQH method is a powerful computational methodology that is capable of development in many directions. This book discusses its analysis and use in solving nonsmooth ODE control problems, relaxed ODE control problems, stochastic control problems, mixed-integer control problems, PDE control problems, and more.

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Product Details

  • May 26, 2023 Pub Date:
  • 036771552X ISBN-10:
  • 9780367715526 ISBN-13:
  • English Language