Discrete LQR and ILQR methods based on high order Runge-Kutta discretizations
From MaRDI portal
Publication:2085658
DOI10.1016/j.apnum.2022.07.015zbMath1506.65107arXiv2112.15261OpenAlexW4289343280MaRDI QIDQ2085658
Publication date: 18 October 2022
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.15261
Cites Work
- Unnamed Item
- Differential dynamic programming and Newton's method for discrete optimal control problems
- Runge-Kutta methods in optimal control and the transformed adjoint system
- Optimality, stability, and convergence in nonlinear control
- Linear multistep methods for optimal control problems and applications to hyperbolic relaxation systems
- Symplectic Runge-Kutta discretization of a regularized forward-backward sweep iteration for optimal control problems
- Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control
- Symplectic Runge--Kutta Schemes for Adjoint Equations, Automatic Differentiation, Optimal Control, and More
- Discrete mechanics and optimal control: An analysis
- Solving Ordinary Differential Equations I
- Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system
- Survey of Numerical Methods for Trajectory Optimization
- Collocation at Gauss Points as a Discretization in Optimal Control
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
- Numerical Optimization
- Second-Order Runge--Kutta Approximations in Control Constrained Optimal Control
- Consistent Approximations for Optimal Control Problems Based on Runge–Kutta Integration
- Geometric Numerical Integration
- Explicit Stabilized Integrators for Stiff Optimal Control Problems
- Numerical Methods for Ordinary Differential Equations
