The Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems - Alfio Borzì
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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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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.
More Information
| Author | Alfio Borzì |
|---|---|
| Publisher | Chapman and Hall/CRC |
| Release year | 2023 |
| Cover type | Hardcover |
| EAN | 9780367715526 |