Optimal control from theory to computer programs
Publication:1417206
zbMath1056.49001MaRDI QIDQ1417206
Viorel Arnăutu, Pekka Neittaanmäki
Publication date: 28 December 2003
Published in: Solid Mechanics and Its Applications (Search for Journal in Brave)
elliptic variational inequalities; finite element approximation; Hamilton-Jacobi-Bellman equations; Markov chain approximations; numerical methods for control; projective gradient methods
90C25: Convex programming
47J20: Variational and other types of inequalities involving nonlinear operators (general)
65K10: Numerical optimization and variational techniques
49J40: Variational inequalities
90C51: Interior-point methods
65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs
49J20: Existence theories for optimal control problems involving partial differential equations
65P99: Numerical problems in dynamical systems
49-02: Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control
49-04: Software, source code, etc. for problems pertaining to calculus of variations and optimal control
49J55: Existence of optimal solutions to problems involving randomness
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