A semi-Lagrangian algorithm in policy space for hybrid optimal control problems

DOI10.1051/cocv/2017022zbMath1405.49024arXiv1608.00622OpenAlexW2963020249WikidataQ115008437 ScholiaQ115008437MaRDI QIDQ4646817

A. Sassi, Roberto G. Ferretti

Publication date: 21 December 2018

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.00622

zbMATH Keywords

dynamic programmingsemi-Lagrangian schemespolicy iterationhybrid control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Numerical methods based on nonlinear programming (49M37) Dynamic programming (90C39) Finite difference methods for boundary value problems involving PDEs (65N06) Acceleration of convergence in numerical analysis (65B99)

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Cites Work

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