Consistency of Primal-Dual Approximations for Convex Optimal Control Problems

DOI10.1137/S0363012992240503MaRDI QIDQ4858774zbMATH OpenFDO

Authors Stephen E. Wright

Publication date 25 November 1997

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

Full work available at URL https://doi.org/10.1137/S0363012992240503

zbMATH Keywords

convex optimal controldiscrete approximationdualityepi-convergenceEuler approximationhypo-convergenceLagrangiansvariational convergence

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Numerical methods involving duality (49M29) Duality theory (optimization) (49N15) Convex programming (90C25)

Recommendations

• Dual Approximations in Optimal Control
• Discrete approximations for strict convex continuous time problems and duality
• Hamiltonian Trajectories and Duality in the Optimal Control of Linear Systems with Convex Costs
• scientific article; zbMATH DE number 4098157
• Convex Duality and Nonlinear Optimal Control

Cited in

(15)

• Epi/hypo-convergence of bifunctions on general domains and approximations of quasi-variational problems
• Passivity-based generalization of primal-dual dynamics for non-strictly convex cost functions
• Criteria for epi/hypo convergence of finite-valued bifunctions
• A game representation for a finite horizon state constrained continuous time linear regulator problem
• Approximations of optimization-related problems in terms of variational convergence
• Dual Approximations in Optimal Control
• Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods
• A Chebyshev Finite Difference Method For Solving A Class Of Optimal Control Problems
• The Euler approximation in state constrained optimal control
• Computable Primal and Dual Bounds for Stochastic Control
• A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
• Discrete approximations for strict convex continuous time problems and duality
• scientific article; zbMATH DE number 2221965 (Why is no real title available?)
• Approximations of quasi-equilibria and Nash quasi-equilibria in terms of variational convergence
• Global approximations of vector optimization problems in terms of variational convergence

This page was built for publication: Consistency of Primal-Dual Approximations for Convex Optimal Control Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4858774)