Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control

DOI10.1016/J.MATCOM.2010.10.010zbMATH Open1210.65125OpenAlexW2042194687MaRDI QIDQ631237FDOQ631237

Stefania Ragni, Fasma Diele, Carmela Marangi

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

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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)

Cites Work

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• Splitting methods for non-autonomous separable dynamical systems
• Sympletic Runge--Kutta Shemes I: Order Conditions
• \(SB^{3}A\) splitting for approximation of invariants in time-dependent Hamiltonian systems
• Rates of Convergence for Discrete Approximations to Unconstrained Control Problems
• Discrete-Time Finite Horizon Approximation of Infinite Horizon Optimization Problems with Steady-State Invariance

Cited In (7)

• Optimal Control of Invasive Species with Budget Constraint: Qualitative Analysis and Numerical Approximation
• A partial Hamiltonian approach for current value Hamiltonian systems
• On group analysis of optimal control problems in economic growth models
• The Group-Theoretical Analysis of Nonlinear Optimal Control Problems with Hamiltonian Formalism
• A partial Lagrangian method for dynamical systems
• Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation
• Optimal dynamics in a two-sector model with natural resources and foreign direct investments

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