Discretization methods for optimal control problems with state constraints

Journal of Computational and Applied Mathematics

Volumn 191, Issue 1, 2006, Pages 1-31

  Chryssoverghi, I ^a   Coletsos, I ^a   Kokkinis, B ^a  

^a NATIONAL TECHNICAL UNIVERSITY OF ATHENS   (Greece)

Author keywords

Discretization; Midpoint scheme; Optimal control; Penalized gradient projection method; Piecewise linear controls; Relaxed controls

Indexed keywords

APPROXIMATION THEORY; CONSTRAINT THEORY; DISCRETE TIME CONTROL SYSTEMS; NUMERICAL ANALYSIS; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION;

MIDPOINT SCHEME; OPTIMAL CONTROL; PIECEWISE LINEAR CONTROLS; RELAXED CONTROLS;

PROBLEM SOLVING;

EID: 33644865297     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2005.04.020     Document Type: Article

References (14)

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