Computational aspects of discrete-time optimal control

DOI10.1016/0096-3003(84)90051-1zbMath0554.90098OpenAlexW2088590012MaRDI QIDQ760343

Sidney Yakowitz, Brian M. Rutherford

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0096-3003(84)90051-1

zbMATH Keywords

discrete optimal controldifferential dynamic programming

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Numerical computation of solutions to systems of equations (65H10) Dynamic programming (90C39)

Related Items (15)

Adaptive differential dynamic programming for multiobjective optimal control ⋮ A quasi-Newton differential dynamic programming algorithm for discrete- time optimal control ⋮ A CLASS OF NONSMOOTH DISCRETE-TIME CONSTRAINED OPTIMAL CONTROL PROBLEMS WITH APPLICATION TO HYDROTHERMAL POWER SYSTEMS ⋮ Sequential rank-one/rank-two updates for quasi-newton differential dynamic programming ⋮ A hierarchical decomposition for large-scale optimal control problems with parallel processing structure ⋮ Some efficient algorithms for unconstrained discrete-time optimal control problems ⋮ A new parallel algorithm for optimal control problems of interconnected systems ⋮ A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory ⋮ Optimal low-thrust trajectories to asteroids through an algorithm based on differential dynamic programming ⋮ Nonlinearly constrained discrete-time optimal-control problems ⋮ Robot path planning in a constrained workspace by using optimal control techniques ⋮ Reduced complexity dynamic programming based on policy iteration ⋮ Mixed coordination method for long-horizon optimal control problems ⋮ An efficient trust region method for unconstrained discrete-time optimal control problems ⋮ Object Library of Algorithms for Dynamic Optimization Problems: Benchmarking SQP and Nonlinear Interior Point Methods

Cites Work

• Principles and procedures of numerical analysis
• Differential dynamic programming and Newton's method for discrete optimal control problems
• The computation and theory of optimal control
• The application of optimal control methodology to nonlinear programming problems
• A new approach to differential dynamic programming for discrete time systems
• A Consistent Estimator for the Identification of Finite Mixtures
• A discrete-time differential dynamic programming algorithm with application to optimal orbit transfer
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Computational aspects of discrete-time optimal control