Two new techniques for optimal control

Two techniques for deterministic discrete-time optimal control problems with inequality and equality constraints on state and control variables are presented. The first one tackles a problem by solving a sequence of two-stage subproblems successively. Convergence properties are discussed under general conditions. The second method, a version of the first one, is constructed for parallel computation. It solves multiple subproblems simultaneously and can therefore calculate much faster. The Kuhn-Tucker conditions for discrete-time optimal-control are discussed.<
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