On a method of successive approximations for the solution of problems of optimal control

From MaRDI portal
Publication:5533484

DOI10.1016/0041-5553(63)90353-7zbMath0154.10402OpenAlexW2059359356MaRDI QIDQ5533484

I. A. Krylov, Felix L. Chernousko

Publication date: 1962

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(63)90353-7



Related Items

The Pontryagin maximum principle for solving Fokker-Planck optimal control problems, On the SQH method for solving differential Nash games, FAD technique and differentiation of a composite function, On a constrained infinite-time horizon linear quadratic game, Control of the search for observation objects from a spatio-temporal Poisson flow in a multi-channel search system, A sequential quadratic Hamiltonian method for solving parabolic optimal control problems with discontinuous cost functionals, Pointwise error estimates of numerical solutions to linear quadratic optimal control problems, Data-driven optimal control of a SEIR model for COVID-19, Unnamed Item, On the SQH Scheme to Solve Nonsmooth PDE Optimal Control Problems, A modified MSA for stochastic control problems, Adjoint equations in variational data assimilation problems, Solvability and numerical algorithms for a class of variational data assimilation problems, A sequential quadratic Hamiltonian scheme for solving non-smooth quantum control problems with sparsity, Numerical simulations of a rolling ball robot actuated by internal point masses, A sequential quadratic Hamiltonian algorithm for training explicit RK neural networks, A sequential quadratic Hamiltonian scheme to compute optimal relaxed controls, Approximate analytical method of calculating the trajectories of an aircraft in the atmosphere, Method of successive approximations for solution of optimal control problems, A Modified Method of Successive Approximations for Stochastic Recursive Optimal Control Problems