Author: Daniel Veldman, FAU DCN-AvH Code: || Also available @Daniël’s GitHub In a previous post “Randomized time-splitting in linear-quadratic optimal control“, it was proposed to use the Random Batch Method (RBM) to solve classical Linear-Quadratic (LQ) optimal control problems. This contribution is concerned with the corresponding numerical implementation. We thus […]
Daily Archives: December 14, 2021
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