An implicit discretization scheme for linear-quadratic control problems with bang–bang solutions

DOI10.1080/10556788.2013.821612zbMath1280.49044MaRDI QIDQ5746714

Martin Seydenschwanz, Walter Alt

Publication date: 7 February 2014

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2013.821612

zbMATH Keywords

discretization; linear-quadratic optimal control; bang-bang control

Mathematics Subject Classification ID

49N10: Linear-quadratic optimal control problems

49J30: Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.)

49J15: Existence theories for optimal control problems involving ordinary differential equations

49M25: Discrete approximations in optimal control

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