On an Algorithm for Optimal Control Using Pontryagin’s Maximum Principle

DOI10.1137/0324034MaRDI QIDQ3721297zbMATH OpenOpenAlexFDO

Authors J. Frédéric Bonnans

Publication date 1986

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1984f5e40400e91a7d3e5e67ebfad336e3a469f1

zbMATH Keywords

iterative algorithmconvergencewell-posednessgradient plus projection method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Optimality conditions for problems involving ordinary differential equations (49K15) Methods of reduced gradient type (90C52) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15) Numerical methods based on necessary conditions (49M05)

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(15)

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• On the convergence of the Sakawa-Shindo algorithm in stochastic control
• An asymptotic weak maximum principle
• On the SQH Scheme to Solve Nonsmooth PDE Optimal Control Problems
• A sequential quadratic Hamiltonian scheme for solving non-smooth quantum control problems with sparsity
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• Optimal control of mechanical systems
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