Numerical methods based on Gaussian quadrature and continuous Runge-Kutta integration for optimal control problems


Conference paper


Fasma Diele, Carmela Marangi, Stefania Ragni
International Conference on Computational Science and Its Applications, Springer, Berlin, Heidelberg, 2004, pp. 971--978

Cite

Cite

APA   Click to copy
Diele, F., Marangi, C., & Ragni, S. (2004). Numerical methods based on Gaussian quadrature and continuous Runge-Kutta integration for optimal control problems. In International Conference on Computational Science and Its Applications (pp. 971–978). Springer, Berlin, Heidelberg.


Chicago/Turabian   Click to copy
Diele, Fasma, Carmela Marangi, and Stefania Ragni. “Numerical Methods Based on Gaussian Quadrature and Continuous Runge-Kutta Integration for Optimal Control Problems.” In International Conference on Computational Science and Its Applications, 971–978. Springer, Berlin, Heidelberg, 2004.


MLA   Click to copy
Diele, Fasma, et al. “Numerical Methods Based on Gaussian Quadrature and Continuous Runge-Kutta Integration for Optimal Control Problems.” International Conference on Computational Science and Its Applications, Springer, Berlin, Heidelberg, 2004, pp. 971–78.


BibTeX   Click to copy

@inproceedings{diele2004a,
  title = {Numerical methods based on Gaussian quadrature and continuous Runge-Kutta integration for optimal control problems},
  year = {2004},
  organization = {Springer, Berlin, Heidelberg},
  pages = {971--978},
  author = {Diele, Fasma and Marangi, Carmela and Ragni, Stefania},
  booktitle = {International Conference on Computational Science and Its Applications}
}


Share



Follow this website


You need to create an Owlstown account to follow this website.


Sign up

Already an Owlstown member?

Log in