A sequential quadratic Hamiltonian scheme to compute optimal relaxed controls
DOI10.1051/cocv/2021041zbMath1467.49011OpenAlexW3148968733MaRDI QIDQ4999543
Publication date: 7 July 2021
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2021041
Young measureKullback-Leibler divergencePontryagin maximum principlenumerical optimisationoptimal relaxed controlssequential quadratic Hamiltonian method
Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Methods involving semicontinuity and convergence; relaxation (49J45) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15)
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