On the numerical stability of discretised optimal control problems

DOI10.1007/978-3-031-50000-8_13MaRDI QIDQ6622378zbMATH OpenFDO

Authors Ashutosh Bijalwan, J. J. Muñoz

Publication date 22 October 2024

Full work available at URL https://doi.org/10.1007/978-3-031-50000-8_13

zbMATH Keywords

discretised optimal controlnumerical stability

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Sensitivity, stability, well-posedness (49K40) Numerical methods based on necessary conditions (49M05) Discrete approximations in optimal control (49M25)

Recommendations

• Lipschitz stability in discretized optimal control with application to SQP
• scientific article; zbMATH DE number 19998
• Numerical solution to optimal control problems of oscillatory processes
• scientific article; zbMATH DE number 165582
• On the time discretization of stochastic optimal control problems: the dynamic programming approach

Cites work

• A survey of methods available for the numerical optimization of continuous dynamic systems
• Conservation of generalized momentum maps in mechanical optimal control problems with symmetry
• scientific article; zbMATH DE number 1193339 (Why is no real title available?)
• Mechanical systems subject to holonomic constraints: Differential-algebraic formulations and conservative integration
• Practical Methods for Optimal Control and Estimation Using Nonlinear Programming
• Structure-preserving local optimal control of mechanical systems

Cited in

(2)

• On the convergence of conjugate gradient and GMRES algorithms in the forward backward sweep method for optimal control
• Monolithic and staggered solution strategies for constrained mechanical systems in optimal control problems

This page was built for publication: On the numerical stability of discretised optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6622378)