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)

zbMATH Keywords

dynamic programmingglobal discrete-time optimal controlstagewise Newton method

Mathematics Subject Classification ID

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

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• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
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Cited in

(5)

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

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