On the convergence of a numerical method for optimal control problems

DOI10.1007/BF00927675MaRDI QIDQ2532545zbMATH OpenFDO

Authors James W. Daniel

Publication date 1969

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00927675

zbMATH Keywords

convergencenumerical methodoptimal control problemspenalty-function approach

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10)

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Cites work

• A new approach to the measurement of turbulent fluxes in the lower atmosphere
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• Iterative Solution of Nonlinear Optimal Control Problems
• Necessary conditions for minimum in relaxed variational problems
• On the Approximate Minimization of Functionals

Cited in

(19)

• Computational and approximate methods of optimal control
• Multiplier methods: A survey
• Numerical investigation of a stability theorem arising from the 2-dimensional analysis of an iterative optimal control algorithm
• Convergence analysis of the implicit Euler-discretization and sufficient conditions for optimal control problems subject to index-one differential-algebraic equations
• scientific article; zbMATH DE number 1664845 (Why is no real title available?)
• Mesh-independent convergence of penalty methods applied to optimal control with partial differential equations
• scientific article; zbMATH DE number 5485251 (Why is no real title available?)
• Convergence analysis of a computational method for time-lag optimal control problems
• The Euler approximation in state constrained optimal control
• scientific article; zbMATH DE number 6778 (Why is no real title available?)
• scientific article; zbMATH DE number 4113877 (Why is no real title available?)
• scientific article; zbMATH DE number 2109949 (Why is no real title available?)
• Convergence rates of moment-sum-of-squares hierarchies for optimal control problems
• scientific article; zbMATH DE number 3893883 (Why is no real title available?)
• A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
• On convergence of the monotone structural evolution
• Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints
• Convergence of the forward-backward sweep method in optimal control
• Local convergence of an algorithm for solving optimal control problems

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