Optimal Control Problems Involving Second Boundary Value Problems of Parabolic Type

1983 ◽  
Vol 21 (5) ◽  
pp. 729-757 ◽  
Author(s):  
Z. S. Wu ◽  
K. L. Teo

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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