MathRandomized time-splitting in linear-quadratic optimal control
Randomized time-splitting in linear-quadratic optimal control Daniël Veldman, FAU DCN-AvH Introduction Solving an optimal control problem for a large-scale dynamical system can be computationally demanding. This problem appears in numerous applications. One example is Model Predictive Control (MPC), which requires the solution of several optimal control problems on a receding time horizon [5, 7]. […]Randomized time-splitting in linear-quadratic optimal control Daniël Veldman, FAU DCN-AvH Introduction Solving an optimal control problem for a large-scale dynamical system can be computationally demanding. This problem appears in numerous applications. One example is Model Predictive Control (MPC), which requires the solution of several optimal control problems on a receding time horizon [5, 7]. […]
