Higher-order numerical scheme for linear quadratic problems with bang-bang controls

DOI10.1007/s10589-017-9948-zzbMath1388.49032OpenAlexW2763750229WikidataQ58296679 ScholiaQ58296679MaRDI QIDQ1744889

Teresa Scarinci, Vladimir M. Veliov

Publication date: 20 April 2018

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-017-9948-z

zbMATH Keywords

optimal controlnumerical methodsbang-bang controllinear-quadratic optimal control problemstime-discretization methods

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25) Numerical methods for ordinary differential equations (65L99)

Related Items (7)

Gradient methods on strongly convex feasible sets and optimal control of affine systems ⋮ Error estimates for Runge-Kutta schemes of optimal control problems with index 1 DAEs ⋮ Metric sub-regularity in optimal control of affine problems with free end state ⋮ Error Analysis for the Implicit Euler Discretization of Linear-Quadratic Control Problems with Higher Index DAEs and Bang–Bang Solutions ⋮ On the convergence of the gradient projection method for convex optimal control problems with bang-bang solutions ⋮ Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Mixed Control-State Constraints ⋮ Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Pure State Constraints

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