We propose an algorithm that produces a non-decreasing sequence of subsolutions for a class of optimal control problems distinguished by the property that the associated Bellman operators preserve convexity. In addition to a theoretical discussion and proofs of convergence, numerical experiments are presented to illustrate the feasibility of the method.
An algorithm to construct subsolutions of convex optimal control problems / Gianmarco Bet; Markus Fischer. - In: SIAM JOURNAL ON CONTROL AND OPTIMIZATION. - ISSN 1095-7138. - ELETTRONICO. - 60:(2022), pp. 0-0. [10.1137/21M1402005]
An algorithm to construct subsolutions of convex optimal control problems
Gianmarco Bet;
2022
Abstract
We propose an algorithm that produces a non-decreasing sequence of subsolutions for a class of optimal control problems distinguished by the property that the associated Bellman operators preserve convexity. In addition to a theoretical discussion and proofs of convergence, numerical experiments are presented to illustrate the feasibility of the method.
File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
Bet, Fischer - An algorithm to construct subsolutions of convex optimal control problems.pdf
Accesso chiuso
Tipologia:
Pdf editoriale (Version of record)
Licenza:
Tutti i diritti riservati
Dimensione
460.02 kB
Formato
Adobe PDF
|
460.02 kB | Adobe PDF | Richiedi una copia |
I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
