A survey of numerical methods for optimal control. Rao, A. V. Advances in the Astronautical Sciences, 135(1):497–528, 2009. ISBN: 978-0-87703-557-2doi abstract bibtex A survey of numerical methods for optimal control is given. The objective of the article is to describe the major methods that have been developed over the years for solving general optimal control problems. In particular, the two broad classes of indirect and direct methods are discussed, themain approaches that are used in each class are described, and an extensive list is provided to relevantwork in the open literature. Several important computational issues are then discussed and well known software programs for solving optimal control problems are described. Finally, a discussion is given on how to choose a method.
@article{Rao2009,
title = {A survey of numerical methods for optimal control},
volume = {135},
issn = {1569-3953},
doi = {10.1515/jnum-2014-0003},
abstract = {A survey of numerical methods for optimal control is given. The objective of the article is to describe the major methods that have been developed over the years for solving general optimal control problems. In particular, the two broad classes of indirect and direct methods are discussed, themain approaches that are used in each class are described, and an extensive list is provided to relevantwork in the open literature. Several important computational issues are then discussed and well known software programs for solving optimal control problems are described. Finally, a discussion is given on how to choose a method.},
number = {1},
journal = {Advances in the Astronautical Sciences},
author = {Rao, Anil V.},
year = {2009},
note = {ISBN: 978-0-87703-557-2},
pages = {497--528},
}
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