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Using a Direct Multiple Shooting Method to Control a Quadrotor
2022 8th International Conference on Control, Decision and Information Technologies (CoDIT), 2022A direct multiple shooting method is considered to solve optimal control problems. The direct multiple shooting method is a numerical method for the solution of boundary value problems. The method divides the interval over which a solution is sought into
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Adjoint Estimation from a Direct Multiple Shooting Method
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Multiple Shooting Method for Solving Black–Scholes Equation
Computational Economics, 2019In this paper, the Black–Scholes (B–S) model for the pricing of the European and the barrier call options are considered, which yields a partial differential problem. First, A numerical technique based on Crank–Nicolson (C–N) method is used to discretisize the time domain. Consequently, the partial differential equation will be converted to a system of
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The switching-method in multiple shooting
Computing (Vienna/New York), 1998Multiple shooting is a well-known technique for the numerical solution of boundary value problems for ordinary differential equations. In order to solve the boundary value problems one has to solve initial value problems defined in the subintervalls of a given grid of shooting points.
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