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

DOI10.1080/10556788.2013.821612zbMath1280.49044OpenAlexW2058681964MaRDI 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

discretizationlinear-quadratic optimal controlbang-bang control

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25)

Related Items (14)

Discretization of semilinear bang-singular-bang control problems ⋮ Dualization and discretization of linear-quadratic control problems with bang-bang solutions ⋮ Regularization and discretization error estimates for optimal control of ODEs with group sparsity ⋮ High Order Discrete Approximations to Mayer's Problems for Linear Systems ⋮ Error estimates for Runge-Kutta schemes of optimal control problems with index 1 DAEs ⋮ Improved Error Estimate for an Implicit Discretization Scheme for Linear-Quadratic Control Problems with Bang-Bang Solutions ⋮ The Euler Method for Linear Control Systems Revisited ⋮ Error Analysis for the Implicit Euler Discretization of Linear-Quadratic Control Problems with Higher Index DAEs and Bang–Bang Solutions ⋮ Regularization and implicit Euler discretization of linear-quadratic optimal control problems with bang-bang solutions ⋮ Convergence results for the discrete regularization of linear-quadratic control problems with bang-bang solutions ⋮ Euler discretization for a class of nonlinear optimal control problems with control appearing linearly ⋮ On the convergence of the gradient projection method for convex optimal control problems with bang-bang solutions ⋮ Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Mixed Control-State Constraints ⋮ Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Pure State Constraints

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