• DocumentCode
    853212
  • Title

    A second-order algorithm for continuous-time nonlinear optimal control problems

  • Author

    Fukushima, Masao ; Yamamoto, Yutaka

  • Author_Institution
    Kyoto University, Kyoto, Japan
  • Volume
    31
  • Issue
    7
  • fYear
    1986
  • fDate
    7/1/1986 12:00:00 AM
  • Firstpage
    673
  • Lastpage
    676
  • Abstract
    A second-order algorithm is presented for the solution of continuous-time nonlinear optimal control problems. The algorithm is an adaptation of the trust region modifications of Newton´s method and solves at each iteration a linear-quadratic control problem with an additional constraint. Under some assumptions, the proposed algorithm is shown to possess a global convergence property. A numerical example is presented to illustrate the method.
  • Keywords
    Newton´s method; Optimal control, nonlinear systems; Aerospace control; Automatic control; Control systems; Convergence; Feedback; Geometry; Nonlinear control systems; Nonlinear equations; Nonlinear systems; Optimal control;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1986.1104364
  • Filename
    1104364
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=853212