Discretization methods for optimal control problems with state constraints

DOI10.1016/j.cam.2005.04.020zbMath1095.65055MaRDI QIDQ2490715

I. Chryssoverghi, John T. Coletsos, Basilis Kokkinis

Publication date: 18 May 2006

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.04.020

zbMATH Keywords

discretization; algorithm; optimal control; convergence; numerical examples; relaxed controls; midpoint scheme; penalized gradient projection method; piecewise linear controls

Mathematics Subject Classification ID

65K10: Numerical optimization and variational techniques

93C10: Nonlinear systems in control theory

93C55: Discrete-time control/observation systems

93C15: Control/observation systems governed by ordinary differential equations

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Cites Work

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