Convergence analysis of Euler discretization of control-state constrained optimal control problems with controls of bounded variation

DOI10.3934/jimo.2014.10.311zbMath1276.49018OpenAlexW2335582515MaRDI QIDQ380566

Matthias Gerdts, Martin Kunkel

Publication date: 14 November 2013

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2014.10.311

zbMATH Keywords

optimal controlconvergencebounded variationnonsmooth equationcontrol-state constraintsEuler discretization

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Nonsmooth analysis (49J52) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (5)

Error estimates for Runge-Kutta schemes of optimal control problems with index 1 DAEs ⋮ Error Analysis for the Implicit Euler Discretization of Linear-Quadratic Control Problems with Higher Index DAEs and 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 of the implicit Euler-discretization and sufficient conditions for optimal control problems subject to index-one differential-algebraic equations ⋮ Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Pure State Constraints

Uses Software

• MA57

Cites Work

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• MA57---a code for the solution of sparse symmetric definite and indefinite systems
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