Discrete variational integrators and optimal control theory
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Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Hamilton-Jacobi equations in mechanics (70H20) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)
Abstract: A geometric derivation of numerical integrators for optimal control problems is proposed. It is based in the classical technique of generating functions adapted to the special features of optimal control problems.
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Cites work
- scientific article; zbMATH DE number 3644184 (Why is no real title available?)
- scientific article; zbMATH DE number 4089457 (Why is no real title available?)
- scientific article; zbMATH DE number 3698457 (Why is no real title available?)
- scientific article; zbMATH DE number 3718575 (Why is no real title available?)
- scientific article; zbMATH DE number 46299 (Why is no real title available?)
- scientific article; zbMATH DE number 3601149 (Why is no real title available?)
- scientific article; zbMATH DE number 1745051 (Why is no real title available?)
- Disconjugacy for linear Hamiltonian difference systems
- Discrete Lagrangian reduction, discrete Euler-Poincaré equations, and semidirect products
- Discrete calculus of variations
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- Discrete time Lagrangian mechanics on Lie groups, with an application to the Lagrange top
- Discrete versions of some classical integrable systems and factorization of matrix polynomials
- Equivalence of discrete Euler equations and discrete Hamiltonian systems
- Foundations of Quantum Mechanics
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- Multisymplectic geometry, variational integrators, and nonlinear PDEs
- Non-holonomic integrators
- Principles of discrete time mechanics: I. Particle systems
- Principles of discrete time mechanics: II. Classical field theory
- Principles of discrete time mechanics: III. Quantum field theory
- Symplectic integration of Hamiltonian systems
- Symplectic structure of discrete Hamiltonian systems
- Symplectic-energy-momentum preserving variational integrators
- The constraint algorithm for time-dependent Lagrangians
- Time-dependent constrained Hamiltonian systems and Dirac brackets
- Time-discretized variational formulation of non-smooth frictional contact
- Variational integrators and the Newmark algorithm for conservative and dissipative mechanical systems
- Variational integrators and time-dependent Lagrangian systems
Cited in
(23)- Regular discretizations in optimal control theory
- Geometric numerical integration of nonholonomic systems and optimal control problems
- High order variational integrators in the optimal control of mechanical systems
- 6 Variational discretization approach applied to an optimal control problem with bounded measure controls
- The problem of Lagrange in discrete field theory
- Dirac structures in vakonomic mechanics
- A Hamiltonian pertubation approach to construction of geometric integrators for optimal control problems
- Variational and virtual discretizations of optimal control problems governed by diffusion problems
- On exact controllability of variational discrete systems
- Accelerated optimization on Riemannian manifolds via discrete constrained variational integrators
- On the construction of variational integrators for optimal control of nonholonomic mechanical systems
- On variational integrators for optimal control of mechanical control systems
- Variational integrators in discrete time-dependent optimal control theory
- Stochastic variational integrators for system propagation and linearization
- Symplectic multi-level method for solving nonlinear optimal control problem
- Geometry of the discrete Hamilton-Jacobi equation: applications in optimal control
- Discrete variational Hamiltonian mechanics
- Discrete Adjoint Method for Variational Integration of Constrained ODEs and its application to Optimal Control of Geometrically Exact Beam Dynamics
- A Herglotz-based integrator for nonholonomic mechanical systems
- Variable resolution discretization in optimal control
- A new Lagrangian approach to control affine systems with a quadratic Lagrange term
- Discrete variational optimal control
- Discussion on: ``Symmetry reduction and control of the dynamics of a 2-D rigid circular cylinder and a point vortex: vortex capture and scattering
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