Second-Order Runge--Kutta Approximations in Control Constrained Optimal Control

DOI10.1137/S0036142999351765zbMath0968.49022WikidataQ58296873 ScholiaQ58296873MaRDI QIDQ4509681

Asen L. Dontchev, William W. Hager, Vladimir M. Veliov

Publication date: 19 October 2000

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

discretization; optimal control; rate of convergence; Runge-Kutta scheme; numerical solution

Mathematics Subject Classification ID

65L06: Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations

49M25: Discrete approximations in optimal control