Error Estimates for the Euler Discretization of an Optimal Control Problem with First-Order State Constraints
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Publication:2968169
DOI10.1137/140999621zbMath1394.49029OpenAlexW2529031700MaRDI QIDQ2968169
Adriano Festa, Joseph Frédéric Bonnans
Publication date: 10 March 2017
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/960b615ff660417c672abc761046d987a8128754
Numerical optimization and variational techniques (65K10) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Error bounds for numerical methods for ordinary differential equations (65L70) Discrete approximations in optimal control (49M25)
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