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On the computation of singular controls - MaRDI portal

On the computation of singular controls

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Publication:4136105

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DOI10.1109/TAC.1977.1101574zbMath0362.49025MaRDI QIDQ4136105

Robert E. jun. O'Malley, Joseph E. Flaherty

Publication date: 1977

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

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)

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Singular perturbations in optimal control problems ⋮ Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints

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