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.
2022
60
0
0
Gianmarco Bet; Markus Fischer
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/1227443
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