Successive approximation methods for the solution of optimal control problems

DOI10.1016/0005-1098(66)90009-4zbMath0229.49021OpenAlexW2007770288MaRDI QIDQ2550191

Sanjoy K. Mitter

Publication date: 1966

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(66)90009-4

Mathematics Subject Classification ID

Numerical methods in optimal control (49M99)

Related Items (28)

A direct second-variational method for free-endpoint, free-time optimal control problems by Newton's method in function space† ⋮ Sequential quadratic programming algorithm for discrete optimal control problems with control inequality constraints ⋮ Construction of optimal feedback control for nonlinear systems via Chebyshev polynomials ⋮ Stochastic oscillators ⋮ Optimal distributed-parameter control using classical variational theory† ⋮ Min-max game theory and algebraic Riccati equations for boundary control problems with analytic semigroups—II. The general case ⋮ Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems ⋮ A continuous implementation of a second-variation optimal control method for space trajectory problems ⋮ A successive approximation method for non-linear distributed-parameter control systems† ⋮ Computational and approximate methods of optimal control ⋮ Distributed-parameter optimal control via mathematical programming ⋮ A generalized sensitivity approach to feedback systems in Hilbert space ⋮ Convergence of the forward-backward sweep method in optimal control ⋮ Function-space quasi-Newton algorithms for optimal control problems with bounded controls and singular arcs ⋮ Application of a modified quasilinearization technique to totally singular optimal control problems ⋮ A second-variation algorithm and the convergence conditions for a general class of non-linear distributed-parameter control systems ⋮ Conjugate point properties for linear quadratic problems ⋮ Numerical computation of neighboring optimum feedback control schemes in real-time ⋮ Concepts and methods for discrete and continuous time control under uncertainty ⋮ The successive sweep method and dynamic programming ⋮ Optimal least square filtering and interpolation in distributed parameter systems ⋮ The conjugate gradient method for optimal control problems with bounded control variables ⋮ Least-squares filtering and smoothing for linear distributed parameter systems ⋮ The interacting-particle algorithm with dynamic heating and cooling ⋮ A direct second-variational method for unconstrained optimal control problems ⋮ Optimal control of non-linear distributed parameter systems by a finite-element collocation technique ⋮ Recent advances in the study of distributed parameter systems ⋮ Min-max game theory and algebraic Riccati equations for boundary control problems with continuous input-solution map. II: The general case

Cites Work

• Note on sequential estimation of second partial derivatives
• A Steepest-Ascent Method for Solving Optimum Programming Problems
• A note on the Jacobi condition for parametric problems in the calculus of variations
• A Rapidly Convergent Descent Method for Minimization
• Optimization and Control of Nonlinear Systems Using the Second Variation
• An Algorithm for the Iterative Solution of a Class of Two-Point Boundary Value Problems
• On methods for obtaining solutions of fixed end-point problems in the calculus of variations
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