scientific article; zbMATH DE number 3354103
From MaRDI portal
Publication:5628775
zbMath0223.49022MaRDI QIDQ5628775
David H. Jacobson, David Q. Mayne
Publication date: 1970
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dynamic programming in optimal control and differential games (49L20) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)
Related Items (93)
Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization ⋮ Adaptive differential dynamic programming for multiobjective optimal control ⋮ Optimal feedback control of nonlinear systems ⋮ Computational aspects in applied stochastic control ⋮ Sequential quadratic programming algorithm for discrete optimal control problems with control inequality constraints ⋮ A new computational algorithm for solving optimal control problems ⋮ Application of multiobjective dynamic programming to regional natural resource management ⋮ Evaluating gradients in optimal control: continuous adjoints versus automatic differentiation ⋮ Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation ⋮ Discrete adjoint implicit peer methods in optimal control ⋮ A first-order approximation to stochastic optimal control of reservoirs ⋮ Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems ⋮ Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation ⋮ A hierarchical decomposition for large-scale optimal control problems with parallel processing structure ⋮ A continuous implementation of a second-variation optimal control method for space trajectory problems ⋮ Some efficient algorithms for unconstrained discrete-time optimal control problems ⋮ Optimal control laws for a class of constrained linear-quadratic problems ⋮ An Introduction to Trajectory Optimization: How to Do Your Own Direct Collocation ⋮ Value function estimators for Feynman-Kac forward-backward SDEs in stochastic optimal control ⋮ A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory ⋮ A hybrid differential dynamic programming algorithm for constrained optimal control problems. II: Application ⋮ An optimal control approach to particle filtering ⋮ Optimal control by deep learning techniques and its applications on epidemic models ⋮ Optimal control of a rotary crane ⋮ Locally optimal feedback strategy for non-linear systems with uncertain parameters ⋮ Feedback control for a class of pest management problems modeled by a noninteractively distributed system ⋮ H ∞ norm computation for LTV systems using nonlinear optimal control algorithms ⋮ W-methods in optimal control ⋮ Nonlinearly constrained discrete-time optimal-control problems ⋮ Extraction of primitive representation from captured human movements and measured ground reaction force to generate physically consistent imitated behaviors ⋮ Control: a perspective ⋮ Efficient robust optimization for robust control with constraints ⋮ Robot path planning in a constrained workspace by using optimal control techniques ⋮ Convergence rate analysis of the state increment dynamic programming method ⋮ Desensitizing algorithms for state-restrained optimal control assessments ⋮ Differential dynamic programming technique for constrained optimal control. I: Theoretical development ⋮ Optimal control of nonlinear systems with dynamic programming ⋮ Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming ⋮ Computing efficient steady state policies for deterministic dynamic programs. I ⋮ Differential dynamic programming and Newton's method ⋮ Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints ⋮ Control of nonlinear systems in singular problems ⋮ Efficient sampling in approximate dynamic programming algorithms ⋮ Numerical solution of a nonlinear parabolic control problem by a reduced SQP method ⋮ Stability and consistency of discrete adjoint implicit peer methods ⋮ Dynamic programming approach to the numerical solution of optimal control with paradigm by a mathematical model for drug therapies of HIV/AIDS ⋮ Reduced complexity dynamic programming based on policy iteration ⋮ Neighboring optimal control for periodic tasks for systems with discontinuous dynamics ⋮ Optimal control of a birth-and-death process population model ⋮ A differential game among sectors in a macroeconomy ⋮ Function-space quasi-Newton algorithms for optimal control problems with bounded controls and singular arcs ⋮ Exact expressions for the change in cost due to control perturbations ⋮ Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling ⋮ The complete optimization of a human motion ⋮ Unnamed Item ⋮ Forward differential dynamic programming ⋮ Splines and efficiency in dynamic programming ⋮ Minimization methods with constraints ⋮ Differential dynamic programming and separable programs ⋮ Mixed coordination method for long-horizon optimal control problems ⋮ On Pantoja's problem allegedly showing a distinction between differential dynamic programming and stagewise Newton methods ⋮ Solution of an emergency air traffic control problem by differential dynamic programming† ⋮ Numerical Solution of the Controlled Rayleigh Nonlinear Oscillator by the Direct Spectral Method ⋮ Numerical Solution of the Controlled Rayleigh Nonlinear Oscillator by the Direct Spectral Method ⋮ Optimal harvesting of structured populations ⋮ Method of optimum control ⋮ A parallel variable-metric dynamic programming algorithm ⋮ Differential dynamic programming applied to continuous optimal control problems with state variable inequality constraints ⋮ An efficient trust region method for unconstrained discrete-time optimal control problems ⋮ First-order necessary conditions in optimal control ⋮ Cheap Newton steps for optimal control problems: automatic differentiation and Pantoja's algorithm ⋮ New second-order and first-order algorithms for determining optimal control: A differential dynamic programming approach ⋮ Engineering applications of discrete time optimal control ⋮ Optimal control systems with state variable jump discontinuities ⋮ Obtaining starting values for the shooting method solution of a class of two-point boundary value problems ⋮ Optimal control ⋮ Computational aspects of discrete-time optimal control ⋮ Numerical Trajectory Optimization for Stochastic Mechanical Systems ⋮ On singular arcs and surfaces in a class of quadratic minimization problems ⋮ Properties of a cost function employed in a second order optimisation algorithm ⋮ On the evaluation of expected performance cost for partially observed closed-loop stochastic systems ⋮ On the evaluation of expected performance cost for partially observed closed-loop stochastic systems ⋮ A system model for the utilization of mineral resources ⋮ The application of optimal control methodology to nonlinear programming problems ⋮ First-order strong variation algorithms for optimal control ⋮ First-order strong variation algorithms for optimal control problems with terminal inequality constraints ⋮ A strong variational algorithm for delay systems ⋮ Differential dynamic programming and Newton's method for discrete optimal control problems ⋮ Derivation of optimal stocking policies for grazing in arid regions. I. Methodology ⋮ Dynamic multiobjective optimization: A framework with application to regional water and mining management ⋮ Sub-optimal open-loop control of non-linear systems using approximations for the controls ⋮ The principle and models of dynamic programming ⋮ Interior point methods for optimal control of discrete time systems
This page was built for publication: