Error bounds for euler approximation of a state and control constrained optimal control problem1
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Publication:4522536
DOI10.1080/01630560008816979zbMath0969.49013OpenAlexW2084436749MaRDI QIDQ4522536
William W. Hager, Asen L. Dontchev, Kazimierz Malanowski
Publication date: 1 October 2001
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01630560008816979
stabilitylinear convergencenonlinear optimal controlstate and control constraintsregularity of solutionEuler approximation
Sensitivity, stability, well-posedness (49K40) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Sensitivity, stability, parametric optimization (90C31) Algebraic methods (93B25) Discrete approximations in optimal control (49M25)
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Cites Work
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- Optimality, stability, and convergence in nonlinear control
- Stability and sensitivity of solutions to nonlinear optimal control problems
- Sensitivity analysis for parametric control problems with control-state constraints
- Sufficient Optimality Conditions for Optimal Control Subject to State Constraints
- Strongly Regular Generalized Equations
- Lipschitzian Stability for State Constrained Nonlinear Optimal Control
- Lipschitzian Stability in Nonlinear Control and Optimization
- A Survey of the Maximum Principles for Optimal Control Problems with State Constraints
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