The Sequential Quadratic Hamiltonian Method Taylor & Francis Ltd

The SQH method is a powerful computational methodology that is capable of development in many directions.This bookdiscusses its analysis and use in solving nonsmooth ODE control problems, relaxed ODE control problems, stochastic control problems, mixed-integer control problems, PDE control problems, inverse PDE problems, differential Nash game problems, and problems related to residual neural networks. This book may serve as a textbook for undergraduate and graduate students, and as an introduct...