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
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
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
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.


Share