BVPs Codes for Solving Optimal Control Problems
Francesca Mazzia and
Giuseppina Settanni
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Francesca Mazzia: Dipartimento di Informatica, Università degli Studi di Bari Aldo Moro, 70125 Bari, Italy
Giuseppina Settanni: Dyrecta Laboratory, Instituto di Ricerca, Via Vescovo Simplicio 45, 70014 Conversano, Italy
Mathematics, 2021, vol. 9, issue 20, 1-29
Abstract:
Optimal control problems arise in many applications and need suitable numerical methods to obtain a solution. The indirect methods are an interesting class of methods based on the Pontryagin’s minimum principle that generates Hamiltonian Boundary Value Problems (BVPs). In this paper, we review some general-purpose codes for the solution of BVPs and we show their efficiency in solving some challenging optimal control problems.
Keywords: optimal control; indirect methods; boundary value problems (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)
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Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:9:y:2021:i:20:p:2618-:d:658234
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