Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems

Mathematics

• Dynamic Programming 82%
• Newton Methods 78%
• Discrete-time 66%
• Optimal Control Problem 66%
• Bolza Problem 61%
• Costs 59%
• Two-point Boundary Value Problem 41%
• Substitution 38%
• Continuous Time 35%
• Vanish 35%
• Optimal Solution 34%
• Objective function 34%
• Linearly 32%
• Tend 30%
• Computing 25%

Business & Economics

• Optimal Control Problem 100%
• Discrete-time 81%
• Dynamic Programming 79%
• Continuous Time 40%
• Substitution 40%
• Objective Function 37%
• Optimal Solution 35%
• Costs 31%

Engineering & Materials Science

• Newton-Raphson method 90%
• Dynamic programming 79%
• Boundary value problems 45%
• Nonlinear equations 44%
• Substitution reactions 40%
• Costs 31%