Discrete-time optimal control problems with general constraints

DOI10.1145/138351.138356zbMath0892.65036OpenAlexW2034742015WikidataQ113310594 ScholiaQ113310594MaRDI QIDQ4371813

Leslie Jennings, Michael E. Fisher

Publication date: 9 February 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1992-18/

zbMATH Keywords

nonlinear programmingdiscrete-time optimal controloptimal parameter selection

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37) Existence theories for free problems in two or more independent variables (49J10)

Related Items (6)

Adaptive differential dynamic programming for multiobjective optimal control ⋮ A CLASS OF NONSMOOTH DISCRETE-TIME CONSTRAINED OPTIMAL CONTROL PROBLEMS WITH APPLICATION TO HYDROTHERMAL POWER SYSTEMS ⋮ A Fourier-coefficient based solution of an optimal control problem in quantum chemistry ⋮ An efficient design for solving discrete optimal control problem with time-varying multi-delays ⋮ An exact penalty function approach to all-time-step constrained discrete- time optimal control problems ⋮ Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems

Uses Software

• MISER3
• NLPQL

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