A globally convergent and efficient method for unconstrained discrete-time optimal control
DOI10.1023/A:1016595100139zbMATH Open1026.90070MaRDI QIDQ1864797FDOQ1864797
Authors: Li-Zhi Liao, Chi-Kong Ng, Duan Li 
Publication date: 23 March 2003
Published in: Journal of Global Optimization (Search for Journal in Brave)
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global convergencenon-convex optimizationquadratic convergencesteepest descentdifferential dynamic programmingunconstrained discrete-time optimal control
Nonconvex programming, global optimization (90C26) Dynamic programming (90C39) Numerical methods based on nonlinear programming (49M37) Discrete-time control/observation systems (93C55)
Cited In (6)
- Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system
- An adaptive nonmonotone global Barzilai–Borwein gradient method for unconstrained optimization
- Some efficient algorithms for unconstrained discrete-time optimal control problems
- On the nonmonotonicity degree of nonmonotone line searches
- Modified globally convergent Polak-Ribière-Polyak conjugate gradient methods with self-correcting property for large-scale unconstrained optimization
- Global convergence of a multidirectional algorithm for unconstrained optimal control problems
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