Abstract estimates of the rate of convergence for optimal control problems

DOI10.1007/BF02683339MaRDI QIDQ1363641zbMATH OpenOpenAlexFDO

Authors T. Kärkäinen, T. Räisänen

Publication date 5 January 1998

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02683339

zbMATH Keywords

continuation methoddirect methodconstrained optimal controlpenalty function methoddifferential-algebraic boundary value problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence theories for problems in abstract spaces (49J27)

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Cites work

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• A Limited Memory Algorithm for Bound Constrained Optimization
• Approximation of a class of optimal control problems with order of convergence estimates
• Convergence of approximations vs. regularity of solutions for convex, control-constrained optimal-control problems
• Estimation techniques for distributed parameter systems
• Ritz–Galerkin Approximation of the Time Optimal Boundary Control Problem for Parabolic Systems with Dirichlet Boundary Conditions
• Simultaneous Approximation in Scales of Banach Spaces

Cited in

(9)

• \(\Gamma\)-convergence and chattering limits in optimal control theory
• Rate of convergence for the Legendre pseudospectral optimal control of feedback linearizable systems
• An Algebraic Convergence Rate for the Optimal Control of McKean–Vlasov Dynamics
• scientific article; zbMATH DE number 3893883 (Why is no real title available?)
• Rates of Convergence for Approximation Schemes in Optimal Control
• Handling constraints in optimal control with saturation functions and system extension
• Convergence rates of moment-sum-of-squares hierarchies for optimal control problems
• Using logarithmic penalties in the shooting algorithm for optimal control problems
• Letter to the editor concerning ``Rates of convergence of control polygons

Describes a project that uses

Uses Software

• LBFGS-B

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