Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems

Axel Målqvist, Anna Persson, Tony Stillfjord. Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems. SIAM J. Scientific Computing, 40(4), 2018. [doi]

@article{MalqvistPS18,
  title = {Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems},
  author = {Axel Målqvist and Anna Persson and Tony Stillfjord},
  year = {2018},
  doi = {10.1137/17M1134500},
  url = {https://doi.org/10.1137/17M1134500},
  researchr = {https://researchr.org/publication/MalqvistPS18},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Scientific Computing},
  volume = {40},
  number = {4},
}