Malware Diffusion Models for Modern Complex Networks

C.5. Numerical Determination of Optimal Trajectories

In the previously presented approach (variational approach to optimal control problems), the problems usually emerge as nonlinear, two-point boundary-value problems, which also typically cannot be solved analytically to obtain an optimal control law, or an optimal open-loop control. In this case, iterative numerical techniques may be used to determine open-loop optimal controls. In this subsection, we briefly present some candidate numerical approaches that can be used in order to compute optimal control laws, or optimal open-loop controls whenever this is not analytically possible. We present the general concepts of these numerical approaches and point toward suitable references for detailed ...