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The Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems

The Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems

SKU:9780367715526

Chapman and Hall/CRC

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.

Copyright Year: 2023

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