Nonlinear optimal control: a numerical scheme based on occupation measures and interval analysis
From MaRDI portal
Publication:782924
DOI10.1007/s10589-020-00198-8zbMath1447.49045OpenAlexW3035308124MaRDI QIDQ782924
Sébastien Lagrange, Nicolas Delanoue, Mehdi Lhommeau
Publication date: 29 July 2020
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-020-00198-8
Linear programming (90C05) Discrete approximations in optimal control (49M25) Numerical methods of relaxation type (49M20)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Numerical enclosures of the optimal cost of the Kantorovitch's mass transportation problem
- Derived eigenvalues of symmetric matrices, with applications to distance geometry
- Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics
- Averaging and linear programming in some singularly perturbed problems of optimal control
- Solving Ordinary Differential Equations I
- Functional Analysis, Calculus of Variations and Optimal Control
- Two approximations of solutions of Hamilton-Jacobi equations
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- Linear Programming Approach to Deterministic Long Run Average Problems of Optimal Control
- FILIB++, a fast interval library supporting containment computations
- The Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems: Basic Properties and Convergence Analysis
- Practical Methods for Optimal Control and Estimation Using Nonlinear Programming
- Viscosity Solutions of Hamilton-Jacobi Equations
- User’s guide to viscosity solutions of second order partial differential equations
- Approximation Schemes for Infinite Linear Programs
- An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations
- Convex Duality and Nonlinear Optimal Control
- The linear programming approach to deterministic optimal control problems
- Semi-Lagrangian Approximation Schemes for Linear and Hamilton—Jacobi Equations
- Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
- A set oriented approach to global optimal control
- On the Theory of Dynamic Programming
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations