Pointwise error estimates of numerical solutions to linear quadratic optimal control problems
From MaRDI portal
Control problems involving ordinary differential equations (34H05) Numerical methods based on necessary conditions (49M05) Discrete approximations in optimal control (49M25) Linear-quadratic optimal control problems (49N10) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)
Recommendations
- Finite element error estimates for optimal control problems with pointwise tracking
- Error estimates for linear-quadratic control problems with control constraints
- Error estimates for the regularization of optimal control problems with pointwise control and state constraints
- Error estimates for the numerical approximation of boundary semilinear elliptic control prob\-lems
Cites work
- A BVP solver based on residual control and the Maltab PSE
- A BVP solver that controls residual and error
- A Parallel Gauss–Seidel Method for Block Tridiagonal Linear Systems
- A pointwise projected gradient method applied to an optimal control problem
- A practical guide to splines
- A sequential quadratic Hamiltonian algorithm for training explicit RK neural networks
- An Introduction to Iterative Toeplitz Solvers
- Asymptotic error expansions for defect correction iterates
- Deferred correction methods for ordinary differential equations
- Difference Approximations in Optimal Control Problems
- Differential and algebraic Riccati equations with application to boundary/point control problems: Continuous theory and approximation theory
- Elliptic Partial Differential Equations of Second Order
- End Conditions for Cubic Spline Interpolation
- Error bounds for spline and L-spline interpolation
- Error Bounds of High Order Accuracy for the State Regulator Problem via Piecewise Polynomial Approximations
- Error Estimates for a Discrete Approximation to Constrained Control Problems
- Estimating conditioning of BVPs for ODEs
- Fast structured LU factorization for nonsymmetric matrices
- Gaussian elimination is not optimal
- scientific article; zbMATH DE number 3118979 (Why is no real title available?)
- scientific article; zbMATH DE number 3181381 (Why is no real title available?)
- scientific article; zbMATH DE number 3713397 (Why is no real title available?)
- scientific article; zbMATH DE number 852523 (Why is no real title available?)
- scientific article; zbMATH DE number 932665 (Why is no real title available?)
- Iterated defect correction for differential equations. I: Theoretical results
- Local convergence of an algorithm for solving optimal control problems
- Modelling with ordinary differential equations. A comprehensive approach
- Numerical integration of the differential matrix Riccati equation
- Numerical Integration of the Differential Riccati Equation and Some Related Issues
- On a method of successive approximations for the solution of problems of optimal control
- On the Convergence of Some Cubic Spline Interpolation Schemes
- On the estimation of errors propagated in the numerical integration of ordinary differential equations
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- On the Solution of Block-Tridiagonal Systems Arising from Certain Finite-Difference Equations
- Order reduction methods for solving large-scale differential matrix Riccati equations
- Rates of Convergence for Discrete Approximations to Unconstrained Control Problems
- Runge-Kutta methods in optimal control and the transformed adjoint system
- Second-Order Runge--Kutta Approximations in Control Constrained Optimal Control
- Some Aspects of the Cyclic Reduction Algorithm for Block Tridiagonal Linear Systems
- Stability of block LU factorization for block tridiagonal matrices
- Sufficient Conditions in Optimal Control Theory
- Symplectic Runge-Kutta schemes for adjoint equations, automatic differentiation, optimal control, and more
- Symplecticness conditions of some low order partitioned methods for non-autonomous Hamiltonian systems
- The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub
- The defect correction principle and discretization methods
- The method of iterated defect-correction and its application to two-point boundary value problems. I
- The method of iterated defect-correction and its application to two-point boundary value problems. II
This page was built for publication: Pointwise error estimates of numerical solutions to linear quadratic optimal control problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6196235)
