Runge-Kutta discretizations of optimal control problems

MaRDI QIDQ2722586zbMATH OpenFDO

Authors William Hager

Publication date 5 August 2002

zbMATH Keywords

constrained problemsconvergence rateserror estimatesfirst-order Euler discretizationnonlinear optical controller designsnumerical solutionsRunge-Kutta discretizationssurvey

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)

Review text

This paper provides a survey of results for the error associated with Runge-Kutta discretizations. Discretizations are required to obtain numerical solutions of infinite dimensional problems such as those appearing in nonlinear optical controller designs. First the results concerning the unconstrained control problem are reviewed, which, under appropriate regularity assumptions, can be extended to constrained problems. The error estimates for the first-order Euler discretization of control-constrained, state-constrained and mixed control and state-constrained problems are discussed. Finally the convergence rates for Runge-Kutta discretizations/approximations in control problems are presented and commented upon. For the entire collection see [Zbl 0961.00036].

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(16)

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