Journal of Optimization Theory and Applications

, Volume 16, Issue 3, pp 277–301

First-order strong variation algorithms for optimal control

  • D. Q. Mayne
  • E. Polak
Contributed Papers

DOI: 10.1007/BF01262937

Cite this article as:
Mayne, D.Q. & Polak, E. J Optim Theory Appl (1975) 16: 277. doi:10.1007/BF01262937

Abstract

This paper presents two demonstrably convergent, first-order, differential dynamic programming algorithms for the solution of optimal control problems with constraints on the control, but without constraints on the trajectory or the terminal state. The second of these algorithms can be used on more difficult problems than the first one, but it is correspondingly more complex.

Key Words

Strong variation algorithms optimal control algorithms optimal control optimum trajectories bounded control problems 

Copyright information

© Plenum Publishing Corporation 1975

Authors and Affiliations

  • D. Q. Mayne
    • 1
  • E. Polak
    • 2
  1. 1.Department of Computing and ControlImperial College of Science and TechnologyLondonEngland
  2. 2.Department of Electrical Engineering and Computer SciencesUniversity of CaliforniaBerkeley

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