Some efficient algorithms for unconstrained discrete-time optimal control problems

DOI10.1016/S0096-3003(96)00228-7zbMath0908.65053MaRDI QIDQ1126605

Aiping Liao

Publication date: 2 August 1998

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingglobal discrete-time optimal controlstagewise Newton method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15)

Cites Work

• Solution of discrete-time optimal control problems on parallel computers
• Computational aspects of discrete-time optimal control
• Differential dynamic programming and Newton's method for discrete optimal control problems
• Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems
• An efficient trust region method for unconstrained discrete-time optimal control problems
• Differential dynamic programming and Newton's method
• Sequential quadratic programming algorithm for discrete optimal control problems with control inequality constraints
• Quasi-Newton Methods, Motivation and Theory
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• A New Algorithm for Unconstrained Optimization
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