Abstract:In this paper, discrete linear quadratic regulator (DLQR) and iterative linear quadratic regulator (ILQR) methods based on high-order Runge-Kutta (RK) discretization are proposed for solving linear and nonlinear quadratic optimal control problems respectively. As discovered in [W. Hager, Runge-Kutta method in optimal control and the discrete adjoint system, Numer. Math., 2000, pp. 247-282], direct approach with RK discretization is equivalent with indirect approach based on symplectic partitioned Runge-Kutta … Show more
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