Estimating Parameters in Optimal Control Problems

DOI10.1137/110823390zbMath1246.49024OpenAlexW2035366078MaRDI QIDQ2909285

Hans Georg Bock, Johannes P. Schlöder, Kathrin Hatz

Publication date: 30 August 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110823390

zbMATH Keywords

Pontryagin's maximum principleparameter estimation problemKarush--Kuhn--Tucker conditions

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Estimation and detection in stochastic control theory (93E10) Optimality conditions for problems involving randomness (49K45) Optimality conditions for problems involving ordinary differential equations (49K15) Inverse problems in optimal control (49N45)

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Uses Software

• ADOL-C

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