Dualization and discretization of linear-quadratic control problems with bang-bang solutions

DOI10.1007/S13675-015-0049-4zbMath1338.49073OpenAlexW1613227795MaRDI QIDQ285924

Christopher Schneider, C. Yalçın Kaya, Walter Alt

Publication date: 19 May 2016

Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13675-015-0049-4

zbMATH Keywords

discretizationregularizationdualitybang-bang controllinear-quadratic control

Mathematics Subject Classification ID

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) Duality theory (optimization) (49N15) Discrete approximations in optimal control (49M25)

Related Items (3)

Sparse network optimization for synchronization ⋮ Optimal Control Duality and the Douglas–Rachford Algorithm ⋮ Regularization and implicit Euler discretization of linear-quadratic optimal control problems with bang-bang solutions

Uses Software

• AMPL
• Ipopt

Cites Work

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