Convergence of Runge-Kutta discretization for optimal control problems

MaRDI QIDQ2751480zbMATH OpenFDO

Authors Appolinaire Nzali

Publication date 27 February 2002

zbMATH Keywords

discretization schemeoptimal controlorder of convergenceordinary differential equationregularity conditionsRunge-Kutta methodssecond-order optimality conditions

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Numerical optimization and variational techniques (65K10) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cited in

(12)

• Runge-Kutta methods in optimal control and the transformed adjoint system
• On the consistency of Runge-Kutta methods up to order three applied to the optimal control of scalar conservation laws
• Discrete LQR and ILQR methods based on high order Runge-Kutta discretizations
• Symplectic Runge-Kutta discretization of a regularized forward-backward sweep iteration for optimal control problems
• Runge-Kutta discretizations of optimal control problems
• Inexact restoration for Runge-Kutta discretization of optimal control problems
• On the solution of optimal control problems: discretization, convergence, application.
• scientific article; zbMATH DE number 3944664 (Why is no real title available?)
• Consistent Approximations and Approximate Functions and Gradients in Optimal Control
• scientific article; zbMATH DE number 2233521 (Why is no real title available?)
• Computational Science - ICCS 2004
• Approximate gradient projection method with Runge-Kutta schemes for optimal control prob\-lems

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