Fully discrete schemes for monotone optimal control problems

DOI10.1007/S40314-016-0384-YMaRDI QIDQ725733zbMATH OpenOpenAlexFDO

Authors L. S. Aragone, Lisandro A. Parente, Eduardo A. Philipp

Publication date 2 August 2018

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11336/61037

zbMATH Keywords

numerical solutionsHJB variational inequalitymonotone optimal control problems

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Variational inequalities (49J40) Discrete approximations in optimal control (49M25)

Recommendations

• Discrete time schemes for optimal control problems with monotone controls
• scientific article; zbMATH DE number 1969630
• scientific article; zbMATH DE number 850923
• Discretization of optimal control problems
• Discrete approximation of singular problems of optimal control of solutions to monotone-type nonlinear equations
• scientific article; zbMATH DE number 4173756
• DISCRETE REGULARIZATION OF OPTIMAL CONTROL PROBLEMS ON ILL-POSED MONOTONE VARIATIONAL INEQUALITIES
• A Convex Optimization Approach to Discrete Optimal Control
• Monotone Lyapunov type functions and global optimality conditions for discrete control problems
• Discretization methods for semilinear parabolic optimal control problems

Cites work

• scientific article; zbMATH DE number 3736919 (Why is no real title available?)
• scientific article; zbMATH DE number 158461 (Why is no real title available?)
• scientific article; zbMATH DE number 3566098 (Why is no real title available?)
• A numerical approach to the infinite horizon problem of deterministic control theory
• Approximate solutions of the Bellman equation of deterministic control theory
• Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
• Continuous-time public good contribution under uncertainty: a stochastic control approach
• Discrete time schemes for optimal control problems with monotone controls
• Maximum principle and uniform convergence for the finite element method
• Monotone optimal control for a class of Markov decision processes
• On Deterministic Control Problems: An Approximation Procedure for the Optimal Cost I. The Stationary Problem
• On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Optimal control problems with no turning back
• Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity Solutions for the Monotone Control Problem

Cited in

(4)

• Convergence of the time-discretized monotonic schemes
• Discrete time schemes for optimal control problems with monotone controls
• Discrete approximation of singular problems of optimal control of solutions to monotone-type nonlinear equations
• A multilinear HJB-POD method for the optimal control of PDEs on a tree structure

This page was built for publication: Fully discrete schemes for monotone optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q725733)