The Euler Method for Linear Control Systems Revisited

DOI10.1007/978-3-662-43880-0_9zbMath1446.49027OpenAlexW1466312342WikidataQ58296740 ScholiaQ58296740MaRDI QIDQ5116349

Josef L. Haunschmied, Vladimir M. Veliov, Alain Piétrus

Publication date: 25 August 2020

Published in: Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-662-43880-0_9

zbMATH Keywords

bang-bang structureEuler discretizationdiscrete-time optimal control problemsharp error estimatescontrollability index

Mathematics Subject Classification ID

Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Linear optimal control problems (49N05)

Related Items (12)

Discretization of semilinear bang-singular-bang control problems ⋮ Dualization and discretization of linear-quadratic control problems with bang-bang solutions ⋮ Regularization and discretization error estimates for optimal control of ODEs with group sparsity ⋮ High Order Discrete Approximations to Mayer's Problems for Linear Systems ⋮ Error estimates for Runge-Kutta schemes of optimal control problems with index 1 DAEs ⋮ Regularization and implicit Euler discretization of linear-quadratic optimal control problems with bang-bang solutions ⋮ Convergence results for the discrete regularization of linear-quadratic control problems with bang-bang solutions ⋮ Higher-order numerical scheme for linear quadratic problems with bang-bang controls ⋮ Euler discretization for a class of nonlinear optimal control problems with control appearing linearly ⋮ On Some Open Problems in Optimal Control ⋮ Discrete Filippov-Type Stability for One-Sided Lipschitzian Difference Inclusions ⋮ Metric regularity properties in bang-bang type linear-quadratic optimal control problems

Cites Work

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• Error bounds for Euler approximation of linear-quadratic control problems with bang-bang solutions
• Metric Regularity and Stability of Optimal Control Problems for Linear Systems
• On Stability of Bang-Bang Type Controls
• Approximations of linear control problems with bang-bang solutions
• An implicit discretization scheme for linear-quadratic control problems with bang–bang solutions

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