at Google ScholarTitle data
Grüne, Lars:
Numerical methods for nonlinear optimal control problems.
Department of Mathematics, University of Bayreuth
Bayreuth
,
2013
. - 15 p.
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: | Preprint, postprint |
|---|---|
| Keywords: | nonlinear optimal control problems; 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: | 18 Apr 2015 21:00 |
| Last Modified: | 20 Apr 2015 07:08 |
| URI: | https://eref.uni-bayreuth.de/id/eprint/10505 |
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