Successive approximation methods for the solution of optimal control problems
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Cites Work
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- A Rapidly Convergent Descent Method for Minimization
- A Steepest-Ascent Method for Solving Optimum Programming Problems
- A note on the Jacobi condition for parametric problems in the calculus of variations
- An Algorithm for the Iterative Solution of a Class of Two-Point Boundary Value Problems
- Note on sequential estimation of second partial derivatives
- On methods for obtaining solutions of fixed end-point problems in the calculus of variations
- Optimization and Control of Nonlinear Systems Using the Second Variation
Cited In (28)
- Conjugate point properties for linear quadratic problems
- A second-variation algorithm and the convergence conditions for a general class of non-linear distributed-parameter control systems
- Optimal control of non-linear distributed parameter systems by a finite-element collocation technique
- Least-squares filtering and smoothing for linear distributed parameter systems
- Optimal least square filtering and interpolation in distributed parameter systems
- Recent advances in the study of distributed parameter systems
- Function-space quasi-Newton algorithms for optimal control problems with bounded controls and singular arcs
- Numerical computation of neighboring optimum feedback control schemes in real-time
- Concepts and methods for discrete and continuous time control under uncertainty
- Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems
- A generalized sensitivity approach to feedback systems in Hilbert space
- The conjugate gradient method for optimal control problems with bounded control variables
- A direct second-variational method for free-endpoint, free-time optimal control problems by Newton's method in function space†
- Optimal distributed-parameter control using classical variational theory†
- A successive approximation method for non-linear distributed-parameter control systems†
- The successive sweep method and dynamic programming
- Construction of optimal feedback control for nonlinear systems via Chebyshev polynomials
- Computational and approximate methods of optimal control
- Distributed-parameter optimal control via mathematical programming
- Min-max game theory and algebraic Riccati equations for boundary control problems with continuous input-solution map. II: The general case
- Sequential quadratic programming algorithm for discrete optimal control problems with control inequality constraints
- The interacting-particle algorithm with dynamic heating and cooling
- Min-max game theory and algebraic Riccati equations for boundary control problems with analytic semigroups—II. The general case
- A continuous implementation of a second-variation optimal control method for space trajectory problems
- A direct second-variational method for unconstrained optimal control problems
- Convergence of the forward-backward sweep method in optimal control
- Application of a modified quasilinearization technique to totally singular optimal control problems
- Stochastic oscillators
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