Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems

DOI10.1007/S00245-018-9515-8MaRDI QIDQ2019987zbMATH OpenOpenAlexWikidataFDO

Authors A. Sassi, Roberto Ferretti, Hasnaa Zidani

Publication date 22 April 2021

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00245-018-9515-8

zbMATH Keywords

dynamic programmingerror estimateshybrid controlsemi-Lagrangian schemes

Mathematics Subject Classification ID

Dynamic programming (90C39) Hamilton-Jacobi equations (35F21) Dynamic programming in optimal control and differential games (49L20) Discrete approximations in optimal control (49M25) Impulsive optimal control problems (49N25) Numerical methods for variational inequalities and related problems (65K15) PDE constrained optimization (numerical aspects) (49M41)

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Cites work

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• A unified framework for hybrid control: model and optimal control theory
• An approximation scheme for the optimal control of diffusion processes
• Approximate solutions of the Bellman equation of deterministic control theory
• Error estimates for a stochastic impulse control problem
• Hybrid Control Systems and Viscosity Solutions
• Monotone numerical schemes and feedback construction for hybrid control systems
• On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
• On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Semi-Lagrangian approximation schemes for linear and Hamilton-Jacobi equations
• Unbounded viscosity solutions of hybrid control systems

Cited in

(6)

• A penalty scheme for monotone systems with interconnected obstacles: convergence and error estimates
• Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions
• An error analysis for execution traces of hybrid automata using Jacobi's equation
• Error estimates of penalty schemes for quasi-variational inequalities arising from impulse control problems
• Monotone numerical schemes and feedback construction for hybrid control systems
• Generic asymptotic error estimates for the numerical simulation of hybrid systems

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