Some efficient algorithms for unconstrained discrete-time optimal control problems

DOI10.1016/S0096-3003(96)00228-7MaRDI QIDQ1126605zbMATH OpenFDO

Authors Aiping Liao

Publication date 2 August 1998

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0096-3003(96)00228-7

zbMATH Keywords

dynamic programmingglobal discrete-time optimal controlstagewise Newton method

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Numerical optimization and variational techniques (65K10)

Review text

Algorithms for global discrete-time optimal control (DTOC). Combination of ``dogleg procedures with stagewise Newton procedures. Comparison with the algorithm of \textit{T. F. Coleman} and \textit{A. Liao} [Comput. Optim. Appl. 4, No. 1, 47-66 (1995; Zbl 0876.49025)]. Numerical results, computational and memory requirements.

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Cites work

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Cited in

(6)

• An efficient trust region method for unconstrained discrete-time optimal control problems
• A globally convergent and efficient method for unconstrained discrete-time optimal control
• A self-stabilizing Pantoja-like indirect algorithm for optimal control
• Efficient controls for finitely convergent sequential algorithms
• New algorithms for unconstrained nonlinear optimal control problems
• New algorithms for discrete-time optimal control problems

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