Skip to main content
SpringerLink
Log in

Dynamic Programming and Newton’s Method in Unconstrained Optimal Control

  • Reference work entry
Encyclopedia of Optimization

  • 375 Accesses

Article Outline

Keywords

Discrete-Time Optimal Control

Newton’s Method

The Accessory Minimum Problem

Dynamic Programming Recursions

See also

References

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 2,500.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book
USD 2,499.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Bellman R (1957) Dynamic programming. Princeton Univ. Press, Princeton

    Google Scholar 

  2. Bertsekas DP (1982) Projected Newton methods for optimization methods with simple constraints. SIAM J Control Optim 20:221–246

    Article  MATH  MathSciNet  Google Scholar 

  3. Dunn JC (1988) A projected Newton method for minimization problems with nonlinear inequality constraints. Numerische Math 53:377–409

    Article  MATH  MathSciNet  Google Scholar 

  4. Dunn JC, Bertsekas DP (1989) Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems. J Optim Th Appl 63:23–38

    Article  MATH  MathSciNet  Google Scholar 

  5. Merriam CW (1964) An algorithm for the iterative solution of a class of two-point boundary value problems. SIAM J Control Optim Ser A 2:1–10

    MATH  MathSciNet  Google Scholar 

  6. Mitter SK (1966) Successive approximation methods for the solution of optimal control problems. Automatica 3:135–149

    Article  MATH  Google Scholar 

  7. Pantoja J (1988) Differential dynamic programming and Newton's method. Internat J Control 47:1539–1553

    Article  MATH  MathSciNet  Google Scholar 

  8. Polak E (1971) Computational methods in optimization. Acad. Press, New York

    Google Scholar 

  9. Wright SJ (1990) Solution of discrete-time optimal control problems on parallel computers. Parallel Comput 16:221–238

    Article  MATH  MathSciNet  Google Scholar 

  10. Wright SJ (1991) Partitioned dynamic programming for optimal control. SIAM J Optim 1:620–642

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Math. Department, North Carolina State University, Raleigh, USA

    Joseph C. Dunn

Authors
  1. Joseph C. Dunn
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

Rights and permissions

Reprints and permissions

Copyright information

© 2008 Springer-Verlag

About this entry

Cite this entry

Dunn, J.C. (2008). Dynamic Programming and Newton’s Method in Unconstrained Optimal Control . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_150

Download citation

Publish with us

Policies and ethics

Search

Navigation