A new computational algorithm for solving optimal control problems

DOI10.1080/01630569108816415zbMath0735.65044OpenAlexW2063944346MaRDI QIDQ3980442

Y. Nagahisa, Yoshiyuki Sakawa

Publication date: 26 June 1992

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630569108816415

zbMATH Keywords

dynamic programmingcomputational algorithmasymptotic behaviouroptimal control problemsaugmented Hamiltonian

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20)

Related Items

A computational algorithm for solving optimal control problems with control and terminal eqality constraints

Cites Work

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• A survey of the theory of spectral operators
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• Convergence properties of an algorithm for solving non-differentiable optimal control problems
• Function minimization by conjugate gradients