Error bounds for Euler approximation of linear-quadratic control problems with bang-bang solutions

DOI10.3934/NACO.2012.2.547zbMath1259.49003OpenAlexW2329217170MaRDI QIDQ1760190

Robert Baier, Walter Alt, Frank Lempio, Matthias Gerdts

Publication date: 13 November 2012

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2012.2.547

zbMATH Keywords

discretizationbang-bang controllinear-quadratic optimal control problems

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) Discrete approximations in optimal control (49M25)

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