Dual Approximations in Optimal Control
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Publication:3218694
absolute continuityalgorithmbounded variationdual problemlocal quadratic convergencepiecewise polynomial approximations
Functions of bounded variation, generalizations (26A45) Absolutely continuous real functions in one variable (26A46) Newton-type methods (49M15) Numerical methods involving duality (49M29) Duality theory (optimization) (49N15) Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)
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Cited in
(44)- On dual problems of optimal control
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- Primal-dual properties of sequential gradient-restoration algorithms for optimal control problems. II: General problem
- Dual techniques for constrained optimization
- Control parametrization: a unified approach to optimal control problems with general constraints
- Duality for optimal control-approximation problems with gauges
- Dual active sets and constrained optimization
- Optimality, stability, and convergence in nonlinear control
- Convergence rate for a Radau hp collocation method applied to constrained optimal control
- Application of the dual active set algorithm to quadratic network optimization
- A sparse proximal implementation of the LP dual active set algorithm
- An application of the duality theory of Toland to a problem of optimal control
- Dual formulation of the Pontryagin maximum principle in optimal control
- Inner approximation of state-constrained optimal control problems
- Projection onto a polyhedron that exploits sparsity
- Error Estimates for the Euler Discretization of an Optimal Control Problem with First-Order State Constraints
- Nonlinear conjugate gradient methods for the optimal control of laser surface hardening
- A duality approach for solving control-constrained linear-quadratic optimal control problems
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- Duality in vectorial control approximation problems with inequality restrictions
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- The Dual Dynamic Programming
- Two adaptively stepped monotone algorithms for solving discounted dynamic programming equations
- Duality and lower bounds in optimal stochastic control
- A Chebyshev Finite Difference Method For Solving A Class Of Optimal Control Problems
- The Euler approximation in state constrained optimal control
- Convergence rate for a Gauss collocation method applied to constrained optimal control
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- Example for equivalence of dual and information-based optimal control
- A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
- Variance minimization approach for a class of dual control problems
- Discrete approximations for strict convex continuous time problems and duality
- MPC‐based approximate dual controller by information matrix maximization
- Optimal Control Duality and the Douglas–Rachford Algorithm
- Regularization for semilinear elliptic optimal control problems with pointwise state and control constraints
- On approximation of dual spaces and dual operators
- Elliptic optimal control problems with L^1-control cost and applications for the placement of control devices
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