Dynamic optimization, Volume 1

Front Cover
Addison Wesley Longman, 1999 - Computers - 434 pages
"Dynamic Optimization" takes an applied approach to its subject, offering many examples and solved problems that draw from aerospace, robotics, and mechanics. The abundance of thoroughly tested general algorithms and Matlab codes provide the reader with the practice necessary to master this inherently difficult subject, while the realistic engineering problems and examples keep the material interesting and relevant.


  • Covers dynamic programming, relating it to the calculus of variations and optimal control, and neighboring optimum control (differential dynamic programming), a practical method for nonlinear feedback control.
  • Includes a disk that contains 40 gradient and shooting codes, as well as codes that solve the time-varying Riccati equation (the DYNOPT Toolbox). These codes have been thoroughly tested on hundreds of problems.
  • Contains many realistic examples and problems. Solutions to the examples and problems, as well as the codes that produce the figures, are included on the accompanying disk.
  • Covers dynamic optimization with inequality constraints and singular arcs using inverse dynamic optimization (differential inclusion).

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1 POPParameter Optimization Using Gradient
2 POPNParameter Optimization Using NR
Dynamic Optimization

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About the author (1999)

Arthur E. Bryson is Pigott Professor of Engineering Emeritus at Stanford University, where he served on the faculty from 1968 to 1994. He has also taught at Harvard and MIT and worked as a research engineer and consultant at Hughes Aircraft and Raytheon. Professor Bryson is a member of the National Academy of Engineering and the National Academy of Sciences. His awards include the IEEE Control Systems Award, the ASME Oldenberger Award, and the AACC Bellman Award. He is an Honorary Fellow of AIAA and an Honorary Member of IEEE. He is the author of 100 papers and three books.

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