Numerical Approximation of Basic Optimal Control Problems, and Dynamic Programming

UNITEXT - Optimization and Approximation ◽

10.1007/978-3-319-64843-9_8 ◽

2017 ◽

pp. 167-190

Author(s):

Pablo Pedregal

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Numerical Approximation ◽

Optimal Control Problems ◽

Control Problems

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On Implementation of Dynamic Programming for Optimal Control Problems with Final State Constraints

Oil & Gas Science and Technology – Revue d’IFP Energies nouvelles ◽

10.2516/ogst/2009020 ◽

2009 ◽

Vol 65 (1) ◽

pp. 91-102 ◽

Author(s):

O. Sundström ◽

D. Ambühl ◽

L. Guzzella

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

State Constraints ◽

Optimal Control Problems ◽

Control Problems ◽

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Mild solutions to the dynamic programming equation for stochastic optimal control problems

10.1016/j.automatica.2018.02.008 ◽

2018 ◽

Vol 93 ◽

pp. 520-526 ◽

Author(s):

Viorel Barbu ◽

Chiara Benazzoli ◽

Luca Di Persio

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Stochastic Optimal Control ◽

Optimal Control Problems ◽

Mild Solutions ◽

Control Problems ◽

Dynamic Programming Equation

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Adaptive dynamic programming for terminally constrained finite-horizon optimal control problems

53rd IEEE Conference on Decision and Control ◽

10.1109/cdc.2014.7040185 ◽

2014 ◽

Author(s):

L. Andrews ◽

J. R. Klotz ◽

R. Kamalapurkar ◽

W. E. Dixon

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Optimal Control Problems ◽

Finite Horizon ◽

Adaptive Dynamic Programming ◽

Control Problems ◽

Adaptive Dynamic

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The convergence of a variant of the method of dynamic programming for optimal control problems

USSR Computational Mathematics and Mathematical Physics ◽

10.1016/0041-5553(68)90047-5 ◽

1968 ◽

Vol 8 (2) ◽

pp. 260-270

Author(s):

V.I. Korobov

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Optimal Control Problems ◽

Control Problems ◽

Method Of Dynamic Programming

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A dual dynamic programming for minimax optimal control problems governed by parabolic equation

Optimization ◽

10.1080/02331930903104390 ◽

2011 ◽

Vol 60 (3) ◽

pp. 347-363 ◽

Author(s):

I. Nowakowska ◽

A. Nowakowski

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Parabolic Equation ◽

Optimal Control Problems ◽

Control Problems ◽

Minimax Optimal Control ◽

Minimax Optimal Control Problems ◽

Dual Dynamic Programming

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Implementation of Dynamic Programming for $n$-Dimensional Optimal Control Problems With Final State Constraints

IEEE Transactions on Control Systems Technology ◽

10.1109/tcst.2012.2190935 ◽

2013 ◽

Vol 21 (3) ◽

pp. 924-931 ◽

Author(s):

Philipp Elbert ◽

Soren Ebbesen ◽

Lino Guzzella

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

State Constraints ◽

Optimal Control Problems ◽

Control Problems ◽

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Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions and applications to finance

IEEE ICCA 2010 ◽

10.1109/icca.2010.5524204 ◽

2010 ◽

Author(s):

Jingtao Shi

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Maximum Principle ◽

Optimal Control Problems ◽

Dynamic Programming Principle ◽

Control Problems ◽

Jump Diffusions

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Numerical approximation of some time optimal control problems

2015 European Control Conference (ECC) ◽

10.1109/ecc.2015.7330724 ◽

2015 ◽

Author(s):

Marius Tucsnak ◽

Julie Valein ◽

Chi-Ting Wu

Keyword(s):

Optimal Control ◽

Numerical Approximation ◽

Optimal Control Problems ◽

Time Optimal Control ◽

Control Problems ◽

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On the application of iterative dynamic programming to singular optimal control problems

IEEE Transactions on Automatic Control ◽

10.1109/9.173155 ◽

1992 ◽

Vol 37 (11) ◽

pp. 1802-1806 ◽

Author(s):

R. Luus

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Optimal Control Problems ◽

Control Problems ◽

Singular Optimal Control ◽

Iterative Dynamic Programming

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Numerical approximation of free horizon optimal control problems

International Journal of Computational Economics and Econometrics ◽

10.1504/ijcee.2014.064790 ◽

2014 ◽

Vol 4 (3/4) ◽

pp. 362

Author(s):

Sibel Sirakaya

Keyword(s):

Optimal Control ◽

Numerical Approximation ◽

Optimal Control Problems ◽

Control Problems

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