Finite difference scheme for automatic costate calculation

DOI10.2514/3.21603MaRDI QIDQ4896902zbMATH OpenOpenAlexFDO

Authors Hans Seywald, Renjith R. Kumar

Publication date 12 December 1996

Published in Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.21603

zbMATH Keywords

Lagrange multipliersPontryagin's minimum principleautomatic calculationcostatesstate constrained optimal control problemslist sensitivities

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Discrete approximations in optimal control (49M25)

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• An \(hp\)-adaptive pseudospectral method for solving optimal control problems
• Adjoint estimation from a direct multiple shooting method
• Costate estimation for dynamic systems of the second order

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