Error bounds for Euler approximation of linear-quadratic control problems with bang-bang solutions

From MaRDI portal
Publication:1760190

DOI10.3934/naco.2012.2.547zbMath1259.49003OpenAlexW2329217170MaRDI QIDQ1760190

Robert Baier, Walter Alt, Frank Lempio, Matthias Gerdts

Publication date: 13 November 2012

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2012.2.547




Related Items

Discretization of semilinear bang-singular-bang control problemsDualization and discretization of linear-quadratic control problems with bang-bang solutionsLinear-quadratic control problems withL1-control costRegularization and discretization error estimates for optimal control of ODEs with group sparsityA generalized Nash equilibrium approach for optimal control problems of autonomous carsConvergence analysis of Euler discretization of control-state constrained optimal control problems with controls of bounded variationConvergence of an extragradient-type method for variational inequality with applications to optimal control problemsInertial version of generalized projected reflected gradient methodA numerical method for nonconvex multi-objective optimal control problemsA fully adaptive method for variational inequalities with quasi-monotonicityA relaxed forward-backward-forward algorithm with alternated inertial step: weak and linear convergenceNovel projection methods for solving variational inequality problems and applicationsHigh Order Discrete Approximations to Mayer's Problems for Linear SystemsError estimates for Runge-Kutta schemes of optimal control problems with index 1 DAEsStrong and linear convergence of projection-type method with an inertial term for finding minimum-norm solutions of pseudomonotone variational inequalities in Hilbert spacesImproved Error Estimate for an Implicit Discretization Scheme for Linear-Quadratic Control Problems with Bang-Bang SolutionsThe Euler Method for Linear Control Systems RevisitedAlternated inertial subgradient extragradient method for equilibrium problemsError Analysis for the Implicit Euler Discretization of Linear-Quadratic Control Problems with Higher Index DAEs and Bang–Bang SolutionsRegularization and implicit Euler discretization of linear-quadratic optimal control problems with bang-bang solutionsConvergence results for the discrete regularization of linear-quadratic control problems with bang-bang solutionsHigher-order numerical scheme for linear quadratic problems with bang-bang controlsEuler discretization for a class of nonlinear optimal control problems with control appearing linearlyStrongly convergent algorithms by using new adaptive regularization parameter for equilibrium problemsA general inertial projected gradient method for variational inequality problemsOn the convergence of the gradient projection method for convex optimal control problems with bang-bang solutionsTikhonov regularization of control-constrained optimal control problemsNumerical approximations in optimal control of a class of heterogeneous systemsAn implicit discretization scheme for linear-quadratic control problems with bang–bang solutionsConvergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Mixed Control-State ConstraintsEquilibrium programming and new iterative methods in Hilbert spacesConvergence analysis of the implicit Euler-discretization and sufficient conditions for optimal control problems subject to index-one differential-algebraic equationsConvergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Pure State Constraints