Optimal control from theory to computer programs

zbMath1056.49001MaRDI QIDQ1417206

Viorel Arnăutu, Pekka Neittaanmäki

Publication date: 28 December 2003

Published in: Solid Mechanics and Its Applications (Search for Journal in Brave)

zbMATH Keywords

elliptic variational inequalities; finite element approximation; Hamilton-Jacobi-Bellman equations; Markov chain approximations; numerical methods for control; projective gradient methods

Mathematics Subject Classification ID

90C25: Convex programming

47J20: Variational and other types of inequalities involving nonlinear operators (general)

65K10: Numerical optimization and variational techniques

49J40: Variational inequalities

90C51: Interior-point methods

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs

65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs

49J20: Existence theories for optimal control problems involving partial differential equations

65P99: Numerical problems in dynamical systems

49-02: Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control

49-04: Software, source code, etc. for problems pertaining to calculus of variations and optimal control

49J55: Existence of optimal solutions to problems involving randomness

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