Second-Order Runge-Kutta Approximations in Control Constrained Optimal Control
نویسندگان
چکیده
In this paper, we analyze second-order Runge–Kutta approximations to a nonlinear optimal control problem with control constraints. If the optimal control has a derivative of bounded variation and a coercivity condition holds, we show that for a special class of Runge–Kutta schemes, the error in the discrete approximating control is O(h2) where h is the mesh spacing.
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ورودعنوان ژورنال:
- SIAM J. Numerical Analysis
دوره 38 شماره
صفحات -
تاریخ انتشار 2000