Error bounds for Euler approximation of linear-quadratic control problems with bang-bang solutions
نویسندگان
چکیده
منابع مشابه
Error Bounds for Euler Approximation of Linear-quadratic Control Problems with Bang-bang Solutions
We analyze the Euler discretization to a class of linear-quadratic optimal control problems. First we show convergence of order h for the optimal values, where h is the mesh size. Under the additional assumption that the optimal control has bang-bang structure we show that the discrete and the continuous controls coincide except on a set of measure O( √ h). Under a slightly stronger assumption ...
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ژورنال
عنوان ژورنال: Numerical Algebra, Control and Optimization
سال: 2012
ISSN: 2155-3289
DOI: 10.3934/naco.2012.2.547