A Discrete Dynamic Programming Approximation to the Multiobjective Deterministic Finite Horizon Optimal Control Problem

SIAM Journal on Control and Optimization ◽

10.1137/080720723 ◽

2009 ◽

Vol 48 (4) ◽

pp. 2581-2599 ◽

Author(s):

A. Guigue ◽

M. Ahmadi ◽

M. J. D. Hayes ◽

R. G. Langlois

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Optimal Control Problem ◽

Control Problem ◽

Finite Horizon ◽

Discrete Dynamic ◽

Discrete Dynamic Programming

Download Full-text

Fast numerical solution of the finite-horizon optimal control problem for real-time applications

Proceedings IPEMC 2000. Third International Power Electronics and Motion Control Conference (IEEE Cat. No.00EX435) ◽

10.1109/ipemc.2000.883024 ◽

2002 ◽

Author(s):

J.A. De Abreu-Garcia

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Numerical Solution ◽

Real Time ◽

Finite Horizon ◽

Real Time Applications

Download Full-text

Iterative Dynamic Programming for Optimal Control Problem with Isoperimetric Constraint and Its Application to Optimal Eco-driving Control of Electric Vehicle

IEEJ Journal of Industry Applications ◽

10.1541/ieejjia.7.80 ◽

2018 ◽

Vol 7 (1) ◽

pp. 80-92 ◽

Author(s):

Van-Duc Doan ◽

Hiroshi Fujimoto ◽

Takafumi Koseki ◽

Tomio Yasuda ◽

Hiroyuki Kishi ◽

...

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Optimal Control Problem ◽

Control Problem ◽

Electric Vehicle ◽

Isoperimetric Constraint ◽

Iterative Dynamic Programming

Download Full-text

Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation

SIAM Journal on Control and Optimization ◽

10.1137/060671917 ◽

2008 ◽

Vol 47 (5) ◽

pp. 2616-2641 ◽

Author(s):

Zhen Wu ◽

Zhiyong Yu

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Optimal Control Problem ◽

Control Problem ◽

Bellman Equation ◽

Dynamic Programming Principle ◽

Hamilton Jacobi Bellman Equation ◽

Hamilton Jacobi Bellman

Download Full-text

The dynamic programming equation for a stochastic volatility optimal control problem

10.1016/j.automatica.2019.05.046 ◽

2019 ◽

Vol 107 ◽

pp. 119-124

Author(s):

Viorel Barbu

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic Volatility ◽

Dynamic Programming Equation

Download Full-text

A multi-level algorithm for the finite horizon LQ optimal control problem with assigned final state: additive and multiplicative procedures

2006 14th Mediterranean Conference on Control and Automation ◽

10.1109/med.2006.235842 ◽

2006 ◽

Author(s):

E. Zattoni

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Finite Horizon ◽

Final State ◽

Lq Optimal Control ◽

Download Full-text

On the solution of the motion control problem as a finite-horizon optimal control problem

Proceedings IPEMC 2000. Third International Power Electronics and Motion Control Conference (IEEE Cat. No.00EX435) ◽

10.1109/ipemc.2000.883032 ◽

2002 ◽

Author(s):

J.A. De Abreu-Garcia ◽

L.A. Cabrera-Arevalo ◽

J.M. Madaras

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Motion Control ◽

Download Full-text

Dynamic programming approach to a minimum distance optimal control problem

42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475) ◽

10.1109/cdc.2003.1272567 ◽

2004 ◽

Author(s):

A. Melikyan ◽

N. Hovakimyan ◽

Y. Ikeda

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Optimal Control Problem ◽

Control Problem ◽

Minimum Distance ◽

Programming Approach ◽

Dynamic Programming Approach

Download Full-text

Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion

Stochastic Processes and their Applications ◽

10.1016/j.spa.2016.06.002 ◽

2017 ◽

Vol 127 (1) ◽

pp. 107-134 ◽

Author(s):

Mingshang Hu ◽

Shaolin Ji

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Brownian Motion ◽

Optimal Control Problem ◽

Control Problem ◽

Dynamic Programming Principle

Download Full-text

Applying a finite-horizon numerical optimization method to a periodic optimal control problem

10.1016/j.automatica.2007.12.022 ◽

2008 ◽

Vol 44 (6) ◽

pp. 1642-1651 ◽

Author(s):

Jeffrey Azzato ◽

Jacek B. Krawczyk

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Numerical Optimization ◽

Optimization Method ◽

Download Full-text

A Unified Approach to the Finite-Horizon Linear Quadratic Optimal Control Problem*

European Journal of Control ◽

10.3166/ejc.13.473-488 ◽

2007 ◽

Vol 13 (5) ◽

pp. 473-488 ◽

Author(s):

Augusto Ferrante ◽

Lorenzo Ntogramatzidis

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Finite Horizon ◽

Unified Approach ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

Download Full-text