An algorithm for the method of successive approximations in optimal control problems

DOI10.1016/0041-5553(72)90063-8zbMath0271.65043OpenAlexW2074458134MaRDI QIDQ3214316

I. A. Krylov, Felix L. Chernousko

Publication date: 1973

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(72)90063-8

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Mathematical programming (90C99)

Related Items (12)

Numerical methods for solving applied optimal control problems ⋮ On the SQH method for solving differential Nash games ⋮ A sequential quadratic Hamiltonian method for solving parabolic optimal control problems with discontinuous cost functionals ⋮ On the SQH Scheme to Solve Nonsmooth PDE Optimal Control Problems ⋮ Optimal control algorithms and their analysis for short-term scheduling in manufacturing systems ⋮ A sequential quadratic Hamiltonian scheme for solving non-smooth quantum control problems with sparsity ⋮ Numerical simulations of a rolling ball robot actuated by internal point masses ⋮ Optimal strategies in antibiotic treatment of microbial populations ⋮ Algorithms for nonlinear optimal control problems based on the first and second order necessary conditions ⋮ A sequential quadratic Hamiltonian algorithm for training explicit RK neural networks ⋮ A sequential quadratic Hamiltonian scheme to compute optimal relaxed controls ⋮ A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems

This page was built for publication: An algorithm for the method of successive approximations in optimal control problems