A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems (bibtex)
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Reference:
A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems (Volker Mehrmann, Federico Poloni), In Numer. Linear Algebra Appl., John Wiley & Sons, Ltd, volume 20, 2013.
Bibtex Entry:
@ARTICLE{MehP13,
  author = {Mehrmann, Volker and Poloni, Federico},
  title = {A generalized structured doubling algorithm for the numerical solution
	of linear quadratic optimal control problems},
  journal = {Numer. Linear Algebra Appl.},
  year = {2013},
  volume = {20},
  pages = {112--137},
  number = {1},
  doi = {10.1002/nla.1828},
  issn = {1099-1506},
  pdf = {files2/MehP12_preprint.pdf},
  publisher = {John Wiley \& Sons, Ltd},
  url = {http://dx.doi.org/10.1002/nla.1828}
}
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