A numerical method for solving optimal control problems with unspecified terminal time†

International Journal of Control ◽

10.1080/00207177308932361 ◽

1973 ◽

Vol 17 (1) ◽

pp. 97-115 ◽

Author(s):

V. H. QUINTANA ◽

E. J. DAVISON

Keyword(s):

Optimal Control ◽

Numerical Method ◽

Optimal Control Problems ◽

Control Problems ◽

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A numerical method for solving optimal control problems

USSR Computational Mathematics and Mathematical Physics ◽

10.1016/0041-5553(69)90094-9 ◽

1969 ◽

Vol 9 (2) ◽

pp. 57-75

Author(s):

L.D. Podval'nyi

Keyword(s):

Optimal Control ◽

Numerical Method ◽

Optimal Control Problems ◽

Control Problems

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A new numerical method for the boundary optimal control problems of the heat conduction equation

International Journal for Numerical Methods in Engineering ◽

10.1002/nme.353 ◽

2002 ◽

Vol 53 (7) ◽

pp. 1593-1613 ◽

Author(s):

H. M. Park ◽

W. J. Lee

Keyword(s):

Optimal Control ◽

Heat Conduction ◽

Numerical Method ◽

Heat Conduction Equation ◽

Optimal Control Problems ◽

Conduction Equation ◽

Control Problems

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A numerical method for solving optimal control problems

USSR Computational Mathematics and Mathematical Physics ◽

10.1016/0041-5553(66)90004-8 ◽

1966 ◽

Vol 6 (4) ◽

pp. 34-50 ◽

Author(s):

V.V. Velichenko

Keyword(s):

Optimal Control ◽

Numerical Method ◽

Optimal Control Problems ◽

Control Problems

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A numerical method for solving certain optimal control problems

USSR Computational Mathematics and Mathematical Physics ◽

10.1016/0041-5553(64)90109-0 ◽

1964 ◽

Vol 4 (2) ◽

pp. 111-128

Author(s):

B.N. Pshenichnyi

Keyword(s):

Optimal Control ◽

Numerical Method ◽

Optimal Control Problems ◽

Control Problems

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A computational method for solving time-delay optimal control problems with free terminal time

Systems & Control Letters ◽

10.1016/j.sysconle.2014.07.001 ◽

2014 ◽

Vol 72 ◽

pp. 53-60 ◽

Author(s):

Chongyang Liu ◽

Ryan Loxton ◽

Kok Lay Teo

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Computational Method ◽

Control Problems ◽

Terminal Time ◽

Free Terminal Time

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Numerical method for a class of optimal control problems subject to nonsmooth functional constraints

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2007.02.019 ◽

2008 ◽

Vol 217 (2) ◽

pp. 311-325 ◽

Author(s):

C.Z. Wu ◽

K.L. Teo ◽

Yi Zhao

Keyword(s):

Optimal Control ◽

Numerical Method ◽

Optimal Control Problems ◽

Control Problems ◽

Functional Constraints

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A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control

Computational Economics ◽

10.1007/s10614-011-9263-1 ◽

2011 ◽

Vol 39 (4) ◽

pp. 429-446 ◽

Author(s):

Walailuck Chavanasporn ◽

Christian-Oliver Ewald

Keyword(s):

Optimal Control ◽

Numerical Method ◽

Stochastic Optimal Control ◽

Optimal Control Problems ◽

Linear Control ◽

Control Problems

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A numerical method based on Cardan polynomials for solving optimal control problems

Afrika Matematika ◽

10.1007/s13370-018-0569-1 ◽

2018 ◽

Vol 29 (5-6) ◽

pp. 677-687

Author(s):

Reza Dehghan

Keyword(s):

Optimal Control ◽

Numerical Method ◽

Optimal Control Problems ◽

Control Problems

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A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control

SSRN Electronic Journal ◽

10.2139/ssrn.1645006 ◽

2010 ◽

Author(s):

Walailuck Chavanasporn ◽

Christian-Oliver Ewald

Keyword(s):

Optimal Control ◽

Numerical Method ◽

Stochastic Optimal Control ◽

Optimal Control Problems ◽

Linear Control ◽

Control Problems

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Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems

SIAM Journal on Control and Optimization ◽

10.1137/s0363012998344968 ◽

2001 ◽

Vol 40 (2) ◽

pp. 393-420 ◽

Author(s):

Paul Dupuis ◽

Adam Szpiro

Keyword(s):

Optimal Control ◽

Numerical Method ◽

Optimal Control Problems ◽

Control Problems ◽

Optimal Feedback

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