Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control

DOI10.1016/J.MATCOM.2010.10.010MaRDI QIDQ631237zbMATH OpenOpenAlexFDO

Authors Fasma Diele, Carmela Marangi, Stefania Ragni

Publication date 22 March 2011

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2010.10.010

zbMATH Keywords

numerical examplesHamiltonian systemoptimal controlshooting methodpartitioned Runge-Kutta methodsexponential Lawson schemesoptimal growth models

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Recommendations

• Numerical treatment of a class of optimal control problems arising in economics
• Implicit-explicit Runge-Kutta schemes for numerical discretization of optimal control problems
• 5. Efficient Higher Order Time Discretization Schemes For Hamilton–Jacobi–Bellman Equations Based On Diagonally Implicit Symplectic Runge–Kutta Methods
• A current-value Hamiltonian approach to discrete-time optimal control problems in economic growth theory
• scientific article; zbMATH DE number 3849957

Cites work

• scientific article; zbMATH DE number 3712681 (Why is no real title available?)
• scientific article; zbMATH DE number 52120 (Why is no real title available?)
• scientific article; zbMATH DE number 1745051 (Why is no real title available?)
• scientific article; zbMATH DE number 3992265 (Why is no real title available?)
• Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
• Computation of order conditions for symplectic partitioned Runge-Kutta schemes with application to optimal control
• Discrete-Time Finite Horizon Approximation of Infinite Horizon Optimization Problems with Steady-State Invariance
• Generalized Runge-Kutta Processes for Stable Systems with Large Lipschitz Constants
• On Order Conditions for Partitioned Symplectic Methods
• Rates of Convergence for Discrete Approximations to Unconstrained Control Problems
• Runge-Kutta methods in optimal control and the transformed adjoint system
• Splitting and composition methods for explicit time dependence in separable dynamical systems
• Splitting methods for non-autonomous separable dynamical systems
• Steady-state invariance in high-order Runge-Kutta discretization of optimal growth models
• Sympletic Runge--Kutta Shemes I: Order Conditions
• \(SB^{3}A\) splitting for approximation of invariants in time-dependent Hamiltonian systems

Cited in

(8)

• A partial Hamiltonian approach for current value Hamiltonian systems
• On group analysis of optimal control problems in economic growth models
• A partial Lagrangian method for dynamical systems
• Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation
• Optimal control of invasive species with budget constraint: qualitative analysis and numerical approximation
• Steady-state invariance in high-order Runge-Kutta discretization of optimal growth models
• The group-theoretical analysis of nonlinear optimal control problems with Hamiltonian formalism
• Optimal dynamics in a two-sector model with natural resources and foreign direct investments

This page was built for publication: Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q631237)