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Showing 1 to 1 of 1 for “"Riccati Gleichung"”.
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Memory efficient approaches of second order for optimal control problems
… Pantoja method and multiple shooting method of Riccati type is shown. Moreover, Pantoja method is extended to the case where the state equations are discretised using one of implicit numerical methods. Furthermore, the concept of symplecticness and Hamiltonian systems is introduced. In this …