Successive approximation methods for the solution of optimal control problems

DOI10.1016/0005-1098(66)90009-4zbMATH Open0229.49021OpenAlexW2007770288MaRDI QIDQ2550191FDOQ2550191

Authors: Sanjoy K. Mitter 

Publication date: 1966

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(66)90009-4

Mathematics Subject Classification ID

Numerical methods in optimal control (49M99)

Cites Work

• A Rapidly Convergent Descent Method for Minimization
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimization and Control of Nonlinear Systems Using the Second Variation
• A Steepest-Ascent Method for Solving Optimum Programming Problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Algorithm for the Iterative Solution of a Class of Two-Point Boundary Value Problems
• Title not available (Why is that?)
• Note on sequential estimation of second partial derivatives
• On methods for obtaining solutions of fixed end-point problems in the calculus of variations
• Title not available (Why is that?)
• A note on the Jacobi condition for parametric problems in the calculus of variations

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

This page was built for publication: Successive approximation methods for the solution of optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2550191)