Numerical Methods for Optimal Control Problems

  • Maurizio Falcone
  • Roberto Ferretti
  • Lars Grüne
  • William M. McEneaney

Part of the Springer INdAM Series book series (SINDAMS, volume 29)

Table of contents

  1. Front Matter
    Pages i-x
  2. Luca Mechelli, Stefan Volkwein
    Pages 63-87

About this book


The volume presents recent mathematical methods in the area of optimal control with a particular emphasis on the computational aspects and applications. Optimal control theory concerns the determination of control strategies for complex dynamical systems in order to optimize measures of their performance. The field was created in the 1960's, in response to the pressures of the "space race" between the US and the former USSR, but it now has a far wider scope and embraces a variety of areas ranging from process control to traffic flow optimization, renewable resources exploitation and financial market management. These emerging applications require increasingly efficient numerical methods to be developed for their solution – a difficult task due the huge number of variables. Providing an up-to-date overview of several recent methods in this area, including fast dynamic programming algorithms, model predictive control and max-plus techniques, this book is intended for researchers, graduate students and applied scientists working in the area of control problems, differential games and their applications.


Optimal Control Computational Methods Dynamic Programming Model Predictive Control Max-plus algebra

Editors and affiliations

  • Maurizio Falcone
    • 1
  • Roberto Ferretti
    • 2
  • Lars Grüne
    • 3
  • William M. McEneaney
    • 4
  1. 1.Department of MathematicsSapienza University of RomeRomaItaly
  2. 2.Department of Mathematics & PhysicsRoma Tre UniversityRomeItaly
  3. 3.Mathematical InstitutUniversität BayreuthBayreuthGermany
  4. 4.Department of Mechanical and Aerospace EngineeringUniversity of California, San DiegoLa JollaUSA

Bibliographic information

Industry Sectors
Finance, Business & Banking