Publication
CDC 2014
Conference paper

Symplectic Möbius integrators for LQ optimal control problems

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Abstract

The paper presents symplectic Möbius integrators for Riccati equations. All proposed methods preserve symmetry, positivity and quadratic invariants for the Riccati equations, and non-stationary Lyapunov functions. In addition, an efficient and numerically stable discretization procedure based on reinitialization for the associated linear Hamiltonian system is proposed.

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Publication

CDC 2014

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