Multiscale differential riccati equations for linear quadratic regulator problems
Journal article, 2018
Differential Riccati equations
Multiscale
Linear quadratic regulator problems
Finite elements
Localized orthogonal decomposition
Author
Axel Målqvist
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Anna Persson
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Tony Stillfjord
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
SIAM Journal of Scientific Computing
1064-8275 (ISSN) 1095-7197 (eISSN)
Vol. 40 4 A2406-A2426Subject Categories
Computational Mathematics
Control Engineering
Mathematical Analysis
DOI
10.1137/17M1134500