A second-order algorithm for continuous-time nonlinear optimal control problems

DOI10.1109/TAC.1986.1104364zbMath0608.49021OpenAlexW2131842690MaRDI QIDQ3747258

Masao Fukushima, Yutaka Yamamoto

Publication date: 1986

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1986.1104364

zbMATH Keywords

global convergencetrust regioncontinuous-timesecond-order algorithmcontinuous-time nonlinear optimal control problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15)

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