Abstract
In this article we describe the three most common approaches for numerically solving nonlinear optimal control problems governed by ordinary differential equations. For computing approximations to optimal value functions and optimal feedback laws, we present the Hamilton-Jacobi-Bellman approach. For computing approximately optimal open-loop control functions and trajectories for a single initial value, we outline the indirect approach based on Pontryagin’s maximum principle and the approach via direct discretization.
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© 2014 Springer-Verlag London
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Grüne, P. (2014). Numerical Methods for Nonlinear Optimal Control Problems. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, London. https://doi.org/10.1007/978-1-4471-5102-9_208-2
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DOI: https://doi.org/10.1007/978-1-4471-5102-9_208-2
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Publisher Name: Springer, London
Online ISBN: 978-1-4471-5102-9
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Latest
Numerical Methods for Nonlinear Optimal Control Problems- Published:
- 02 November 2019
DOI: https://doi.org/10.1007/978-1-4471-5102-9_208-3
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Numerical Methods for Nonlinear Optimal Control Problems
- Published:
- 08 December 2014
DOI: https://doi.org/10.1007/978-1-4471-5102-9_208-2
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Original
Numerical Methods for Nonlinear Optimal Control Problems- Published:
- 13 March 2014
DOI: https://doi.org/10.1007/978-1-4471-5102-9_208-1