On dual problems of optimal control

On dual problems of optimal control

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Article ID: iaor20097172
Country: Germany
Volume: 69
Issue: 10
Start Page Number: 1653
End Page Number: 1662
Publication Date: Oct 2008
Journal: Automation and Remote Control
Authors: ,
Keywords: duality
Abstract:

The common structure of duality of optimal control problems is suggested, which is based on the extension principle. The iterative computational algorithm is described, in which the primal and the dual problem are solved in parallel.

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