Differential dynamic programming applied to continuous optimal control problems with state variable inequality constraints

DOI10.1007/BF01968530MaRDI QIDQ1803813zbMATH OpenOpenAlexFDO

Authors David J. W. Ruxton

Publication date 29 June 1993

Published in Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01968530

zbMATH Keywords

bounded state variablesmultiplier methodoptimal control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20)

Review text

The paper presents a new differential dynamic programming algorithm combined with a multiplier method for optimal control problems with bounded state variables.

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Cites work

• A proof of the convergence of the Kelley-Bryson penalty function technique for state-constrained control problems
• An Historical Survey of Computational Methods in Optimal Control
• Applications of the exterior penalty method in constrained optimal control problems
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• scientific article; zbMATH DE number 3249166 (Why is no real title available?)
• scientific article; zbMATH DE number 3354103 (Why is no real title available?)
• Multiplier methods: A survey
• Optimal programming problems with a bounded state space.
• OPTIMAL PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS

Cited in

(1)

• A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory

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