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Numerical methods for nonlinear optimal control problems, 2nd edition

Title data

Grüne, Lars:
Numerical methods for nonlinear optimal control problems, 2nd edition.
In: Samad, Tariq ; Baillieul, John (ed.): Encyclopedia of Systems and Control. - London : Springer , 2020
ISBN 978-1-447-15057-2
DOI: https://doi.org/10.1007/978-1-4471-5102-9_208-3

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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 principle 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: 06 Nov 2019 10:39
Last Modified: 06 Nov 2019 10:39
URI: https://eref.uni-bayreuth.de/id/eprint/53045