2006 | OriginalPaper | Buchkapitel
Reduction of Storage Requirement by Checkpointing for Time-Dependent Optimal Control Problems in ODEs
verfasst von : Julia Sternberg, Andreas Griewank
Erschienen in: Automatic Differentiation: Applications, Theory, and Implementations
Verlag: Springer Berlin Heidelberg
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We consider a time-dependent optimal control problem, where the state evolution is described by an ODE. There is a variety of methods for the treatment of such problems. We prefer to view them as boundary value problems and apply to them the Riccati approach for non-linear BVPs with separated boundary conditions.