Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems
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Publication:1113448
DOI10.1007/BF00940728zbMath0662.49013MaRDI QIDQ1113448
Publication date: 1989
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
dynamic programming; Newton's method; Bolza objective functions; unconstrained N-stage discrete-time optimal control problems
65K10: Numerical optimization and variational techniques
49L20: Dynamic programming in optimal control and differential games
49M15: Newton-type methods
93C10: Nonlinear systems in control theory
93C55: Discrete-time control/observation systems
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