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Numerical methods for nonlinear optimal control problems

URN to cite this document: urn:nbn:de:bvb:703-epub-2001-9

Title data

Grüne, Lars:
Numerical methods for nonlinear optimal control problems.
Department of Mathematics, University of Bayreuth
Bayreuth , 2013 . - 15 S.

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Abstract

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
DDC Subjects: 500 Science > 510 Mathematics
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
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-2001-9
Date Deposited: 17 Apr 2015 07:19
Last Modified: 28 Mar 2019 15:28
URI: https://epub.uni-bayreuth.de/id/eprint/2001

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