Valuev, A. M. A numerical method for multistage optimization problems with stepsize computation of the descent direction. (English. Russian original) Zbl 0663.65067 U.S.S.R. Comput. Math. Math. Phys. 27, No. 5, 128-137 (1987); translation from Zh. Vychisl. Mat. Mat. Fiz. 27, No. 10, 1474-1488 (1987). See the review Zbl 0646.65057. MSC: 65K10 Numerical optimization and variational techniques 93C10 Nonlinear systems in control theory 93C55 Discrete-time control/observation systems Keywords:dynamic programming; numerical examples; nonlinear optimal control; discrete time; feasible direction method; covergence Citations:Zbl 0646.65057 PDFBibTeX XMLCite \textit{A. M. Valuev}, U.S.S.R. Comput. Math. Math. Phys. 27, No. 5, 128--137 (1987; Zbl 0663.65067); translation from Zh. Vychisl. Mat. Mat. Fiz. 27, No. 10, 1474--1488 (1987) Full Text: DOI