Error Analysis for the Implicit Euler Discretization of Linear-Quadratic Control Problems with Higher Index DAEs and Bang–Bang Solutions
DOI10.1007/978-3-030-53905-4_10zbMath1451.49021OpenAlexW3092092563MaRDI QIDQ5132493
Björn Martens, Matthias Gerdts
Publication date: 12 November 2020
Published in: Progress in Differential-Algebraic Equations II (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-53905-4_10
optimal controldifferential-algebraic equationsbang-bang controldiscrete approximationslinear-quadratic problemsimplicit Euler
Implicit ordinary differential equations, differential-algebraic equations (34A09) Linear-quadratic optimal control problems (49N10) 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) Discrete approximations in optimal control (49M25) Optimality conditions for problems involving ordinary differential equations (49K15)
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