Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems

DOI10.1007/BF00940728MaRDI QIDQ1113448zbMATH OpenFDO

Authors S. H. Smith

Publication date 1989

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00940728

zbMATH Keywords

dynamic programmingNewton's methodBolza objective functionsunconstrained N-stage discrete-time optimal control problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55)

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Cites work

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• A pointwise quasi-Newton method for unconstrained optimal control problems
• An Algorithm for the Iterative Solution of a Class of Two-Point Boundary Value Problems
• Differential dynamic programming and Newton's method
• Successive approximation methods for the solution of optimal control problems

Cited in

(25)

• A quasi-Newton differential dynamic programming algorithm for discrete- time optimal control
• Preconditioned warm-started Newton-Krylov methods for MPC with discontinuous control
• A projected Newton method for minimization problems with nonlinear inequality constraints
• Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
• Some efficient algorithms for unconstrained discrete-time optimal control problems
• Efficient robust optimization for robust control with constraints
• Dynamic programming method for constrained discrete-time optimal control
• Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control
• Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach
• Iterative linear quadratic optimization for nonlinear control: differentiable programming algorithmic templates
• Multiple window moving horizon estimation
• On Pantoja's problem allegedly showing a distinction between differential dynamic programming and stagewise Newton methods
• Newton's method, Bellman recursion and differential dynamic programming for unconstrained nonlinear dynamic games
• A newton-type computing technique for optimal control problems
• Interior point methods for optimal control of discrete time systems
• System-based approaches for structural optimization of flexible mechanisms
• Computation of optimal controls by Newton's method using a discretized Jacobian
• Differential dynamic programming and Newton's method
• On global and local convergence of iterative linear quadratic optimization algorithms for discrete time nonlinear control
• A computational method for the solution of time-optimal control problems by Newton's method
• scientific article; zbMATH DE number 1445430 (Why is no real title available?)
• Sequential quadratic programming algorithm for discrete optimal control problems with control inequality constraints
• Family of projected descent methods for optimization problems with simple bounds
• Variational optimisation by the solution of a series of Hamilton-Jacobi equations
• Convergence of algorithms for perturbed optimization problems

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