Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Riccati Recursion for Optimal Control Problems of Nonlinear Switched
  Systems   We propose an efficient algorithm for the optimal control problems (OCPs) of
nonlinear switched systems that optimizes the control input and switching
instants simultaneously for a given switching sequence. We consider the
switching instants as the optimization variables and formulate the OCP based on
the direct multiple shooting method. We derive a linear equation to be solved
in Newton's method and propose a Riccati recursion algorithm to solve the
linear equation efficiently. The computational time of the proposed method
scales linearly with respect to the number of time stages of the horizon as the
standard Riccati recursion. Numerical experiments show that the proposed method
converges with a significantly shorter computational time than the conventional
methods.

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The categories of this paper are: hep-th
12
The categories of this paper are: nucl-th
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The categories of this paper are: q-fin
32
The categories of this paper are: atom-ph
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The categories of this paper are: cmp-lg
10
The categories of this paper are: q-bio
29
The categories of this paper are: funct-an
26
The categories of this paper are: bayes-an
18
The categories of this paper are: econ
11
The categories of this paper are: hep-lat
22
The categories of this paper are: chao-dyn
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The categories of this paper are: astro-ph
31
The categories of this paper are: ao-sci
13
The categories of this paper are: quant-ph
8
The categories of this paper are: hep-ex
0
The categories of this paper are: hep-ph