New algorithms for discrete-time optimal control problems
نویسندگان
چکیده
منابع مشابه
Some Eecient Algorithms for Unconstrained Discrete-time Optimal Control Problems
The diierential dynamic programming algorithm (DDP) and the stage-wise Newton procedure are two typical examples of eecient local procedures for discrete-time optimal control (DTOC) problems. It is desirable to generalize these local procedures to globally convergent methods. One successful globalization was recently proposed by Coleman and Liao 3] which combines the trust region idea with Pant...
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ژورنال
عنوان ژورنال: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics
سال: 1984
ISSN: 0334-2700,1839-4078
DOI: 10.1017/s0334270000004409