The max-plus finite element method for optimal control problems: further approximation results

DOI10.1109/CDC.2005.1582872arXivmath/0509250MaRDI QIDQ6476012FDOQ6476012

Stéphane Gaubert, A. Lakhoua, Marianne Akian

Publication date: 12 September 2005

Abstract: We develop the max-plus finite element method to solve finite horizon deterministic optimal control problems. This method, that we introduced in a previous work, relies on a max-plus variational formulation, and exploits the properties of projectors on max-plus semimodules. We prove here a convergence result, in arbitrary dimension, showing that for a subclass of problems, the error estimate is of order $delta+Deltax(delta{)}^{-1}$, where $delta$ and $Deltax$ are the time and space steps respectively. We also show how the max-plus analogues of the mass and stiffness matrices can be computed by convex optimization, even when the global problem is non convex. We illustrate the method by numerical examples in dimension 2.

Mathematics Subject Classification ID

Galois correspondences, closure operators (in relation to ordered sets) (06A15) Semifields (12K10) Dynamic programming in optimal control and differential games (49L20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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