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 9781447150572
DOI: https://doi.org/10.1007/9781447151029_2082
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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 HamiltonJacobiBellman 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.
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Numerical methods for nonlinear optimal control problems. (deposited 18 Apr 2015 21:00)
 Numerical methods for nonlinear optimal control problems. (deposited 28 Apr 2015 09:32) [Currently Displayed]