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

From MaRDI portal
Publication:1760190


DOI10.3934/naco.2012.2.547zbMath1259.49003MaRDI 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


49N10: Linear-quadratic optimal control problems

49J30: Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.)

49J15: Existence theories for optimal control problems involving ordinary differential equations

49M25: Discrete approximations in optimal control


Related Items

Regularization and discretization error estimates for optimal control of ODEs with group sparsity, A generalized Nash equilibrium approach for optimal control problems of autonomous cars, High Order Discrete Approximations to Mayer's Problems for Linear Systems, Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Pure State Constraints, Improved Error Estimate for an Implicit Discretization Scheme for Linear-Quadratic Control Problems with Bang-Bang Solutions, The Euler Method for Linear Control Systems Revisited, Error Analysis for the Implicit Euler Discretization of Linear-Quadratic Control Problems with Higher Index DAEs and Bang–Bang Solutions, Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Mixed Control-State Constraints, An implicit discretization scheme for linear-quadratic control problems with bang–bang solutions, A fully adaptive method for variational inequalities with quasi-monotonicity, Novel projection methods for solving variational inequality problems and applications, Discretization of semilinear bang-singular-bang control problems, Dualization and discretization of linear-quadratic control problems with bang-bang solutions, Convergence analysis of Euler discretization of control-state constrained optimal control problems with controls of bounded variation, A numerical method for nonconvex multi-objective optimal control problems, Convergence results for the discrete regularization of linear-quadratic control problems with bang-bang solutions, Regularization and implicit Euler discretization of linear-quadratic optimal control problems with bang-bang solutions, Higher-order numerical scheme for linear quadratic problems with bang-bang controls, Euler discretization for a class of nonlinear optimal control problems with control appearing linearly, On the convergence of the gradient projection method for convex optimal control problems with bang-bang solutions, Tikhonov regularization of control-constrained optimal control problems, Strongly convergent algorithms by using new adaptive regularization parameter for equilibrium problems, Numerical approximations in optimal control of a class of heterogeneous systems, Equilibrium programming and new iterative methods in Hilbert spaces, A general inertial projected gradient method for variational inequality problems, Convergence analysis of the implicit Euler-discretization and sufficient conditions for optimal control problems subject to index-one differential-algebraic equations, Convergence of an extragradient-type method for variational inequality with applications to optimal control problems, Inertial version of generalized projected reflected gradient method, Strong and linear convergence of projection-type method with an inertial term for finding minimum-norm solutions of pseudomonotone variational inequalities in Hilbert spaces, Alternated inertial subgradient extragradient method for equilibrium problems, Linear-quadratic control problems withL1-control cost