Applications of the green function of parabolic boundary-value problems to optimal control problems

1986 ◽  
Vol 37 (6) ◽  
pp. 605-610
Author(s):  
I. D. Pukal'skii ◽  
M. I. Matiichuk

Mathematics ◽  
2021 ◽  
Vol 9 (20) ◽  
pp. 2618
Author(s):  
Francesca Mazzia ◽  
Giuseppina Settanni

Optimal control problems arise in many applications and need suitable numerical methods to obtain a solution. The indirect methods are an interesting class of methods based on the Pontryagin’s minimum principle that generates Hamiltonian Boundary Value Problems (BVPs). In this paper, we review some general-purpose codes for the solution of BVPs and we show their efficiency in solving some challenging optimal control problems.



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