Optimal control from theory to computer programs

zbMath1056.49001MaRDI QIDQ1417206

Viorel Arnăutu, Pekka Neittaanmäki

Publication date: 28 December 2003

Published in: Solid Mechanics and Its Applications (Search for Journal in Brave)

zbMATH Keywords

elliptic variational inequalitiesfinite element approximationHamilton-Jacobi-Bellman equationsMarkov chain approximationsnumerical methods for controlprojective gradient methods

Mathematics Subject Classification ID

Convex programming (90C25) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Interior-point methods (90C51) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Existence theories for optimal control problems involving partial differential equations (49J20) Numerical problems in dynamical systems (65P99) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Software, source code, etc. for problems pertaining to calculus of variations and optimal control (49-04) Existence of optimal solutions to problems involving randomness (49J55)

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