Mesh Independence of Kleinman–Newton Iterations for Riccati Equations in Hilbert Space

DOI10.1137/060653962MaRDI QIDQ3399261zbMATH OpenOpenAlexFDO

Authors Ekkehard W. Sachs, John A. Burns, Lizette Zietsman

Publication date 29 September 2009

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/060653962

zbMATH Keywords

mesh independenceRiccati operator equationKleinman-Newton algorithm

Mathematics Subject Classification ID

Newton-type methods (49M15) Linear-quadratic optimal control problems (49N10) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

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