Differential dynamic programming technique for constrained optimal control. I: Theoretical development

DOI10.1007/BF00369913zbMath0755.49009MaRDI QIDQ1185066

S. Singh

Publication date: 28 June 1992

Published in: Computational Mechanics (Search for Journal in Brave)

zbMATH Keywords

Lagrange multipliers; constrained optimal control; differential dynamic programming; Powell-Hestenes multiplier method

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

49M29: Numerical methods involving duality

90C20: Quadratic programming

49L20: Dynamic programming in optimal control and differential games

90C39: Dynamic programming

49N10: Linear-quadratic optimal control problems

Related Items

Differential dynamic programming technique for constrained optimal control. I: Theoretical development, Differential dynamic programming technique for constrained optimal control. II: Structural examples

Cites Work

• Principles and procedures of numerical analysis
• Differential dynamic programming technique for constrained optimal control. I: Theoretical development
• A Computational Study of Transformation Methods for Optimal Design
• The stagewise Kuhn-Tucker condition and differential dynamic programming
• Multiplier methods for engineering optimization
• Unnamed Item