Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems
From MaRDI portal
Publication:1113448
DOI10.1007/BF00940728zbMath0662.49013MaRDI QIDQ1113448
Publication date: 1989
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
dynamic programmingNewton's methodBolza objective functionsunconstrained N-stage discrete-time optimal control problems
Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55)
Related Items
Sequential quadratic programming algorithm for discrete optimal control problems with control inequality constraints, A projected Newton method for minimization problems with nonlinear inequality constraints, Newton's method, Bellman recursion and differential dynamic programming for unconstrained nonlinear dynamic games, Convergence of algorithms for perturbed optimization problems, Family of projected descent methods for optimization problems with simple bounds, Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control, Some efficient algorithms for unconstrained discrete-time optimal control problems, Multiple window moving horizon estimation, Efficient robust optimization for robust control with constraints, Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach, Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems, Variational optimisation by the solution of a series of Hamilton-Jacobi equations, System-based approaches for structural optimization of flexible mechanisms, On Pantoja's problem allegedly showing a distinction between differential dynamic programming and stagewise Newton methods, Dynamic programming method for constrained discrete-time optimal control, Interior point methods for optimal control of discrete time systems
Cites Work
- A pointwise quasi-Newton method for unconstrained optimal control problems
- Successive approximation methods for the solution of optimal control problems
- Differential dynamic programming and Newton's method
- An Algorithm for the Iterative Solution of a Class of Two-Point Boundary Value Problems
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
