Abstract
We describe an algorithm for computing the value function for all source, single desti- nation discrete-time nonlinear optimal control problems together with approximations of associated globally optimal control strategies. The method is based on a set oriented approach for the dis- cretization of the problem in combination with graph-theoretic techniques. The central idea is that a discretization of phase space of the given problem leads to an (all source, single destination) shortest path problem on a finite graph. The method is illustrated by two numerical examples, namely a single pendulum on a cart and a parametrically driven inverted double pendulum. 1991 Mathematics Subject Classification. 49M25,49J53,65K10,90C39.
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