Some efficient algorithms for unconstrained discrete-time optimal control problems (Q1126605)
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| English | Some efficient algorithms for unconstrained discrete-time optimal control problems |
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Some efficient algorithms for unconstrained discrete-time optimal control problems (English)
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2 August 1998
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Algorithms for global discrete-time optimal control (DTOC). Combination of ``dogleg'' procedures with stagewise Newton procedures. Comparison with the algorithm of \textit{T. F. Coleman} and \textit{A. Liao} [Comput. Optim. Appl. 4, No. 1, 47-66 (1995; Zbl 0876.49025)]. Numerical results, computational and memory requirements.
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stagewise Newton method
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dynamic programming
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global discrete-time optimal control
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