Titlebar

Export bibliographic data
Literature by the same author
plus on the publication server
plus at Google Scholar

 

Numerical methods for nonlinear optimal control problems

Title data

Grüne, Lars:
Numerical methods for nonlinear optimal control problems.
In: Samad, Tariq ; Baillieul, John (Hrsg.): Encyclopedia of Systems and Control. - London : Springer , 2014 . - - . - 10 S.
ISBN 978-1-447-15057-2
DOI: https://doi.org/10.1007/978-1-4471-5102-9_208-2

This is the latest version of this item.

Related URLs

Abstract in another language

In this article we describe the three most common approaches for numerically solving nonlinear optimal control problems governed by ordinary differential equations. For computing approximations to optimal value functions and optimal feedback laws we present the Hamilton-Jacobi-Bellman approach. For computing approximately optimal open loop control functions and trajectories for a single initial value, we outline the indirect approach based on Pontryagin's Maximum Principles and the approach via direct discretization.

Further data

Item Type: Article in a book
Refereed: Yes
Keywords: ordinary differential equations; optimal control; Hamilton-Jacobi-Bellman approach; Pontryagin Maximum Principle; direct discretization
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne)
Profile Fields > Advanced Fields > Nonlinear Dynamics
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Profile Fields
Profile Fields > Advanced Fields
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 28 Apr 2015 09:32
Last Modified: 28 Apr 2015 09:38
URI: https://eref.uni-bayreuth.de/id/eprint/11288

Available Versions of this Item