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A Discretization for Control Problems with Optimality Test

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Variational Calculus, Optimal Control and Applications

Part of the book series: International Series of Numerical Mathematics ((ISNM,volume 124))

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Abstract

The paper deals with a Ritz type discretization for constrained optimal control problems. The approach starts from a primal-dual formulation containing the Hamilton-Jacobi inequality in integrated form. For the discrete problems there are given conditions guaranteeing the optimality of the limit solution. They take the form of a discrete analogy to certain matrix Riccati differential inequality.

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Author information

Authors and Affiliations

  1. BTU Cottbus, Institut für Mathematik, Universitätsplatz 3-4, D-03013, Cottbus, Germany

    Ursula Felgenhauer

Authors
  1. Ursula Felgenhauer
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Editor information

Editors and Affiliations

  1. Institut für Mathematik und Informatik, Ernst-Moritz-Arndt-Universität Greifswald, Jahnstr. 15a, D-17487, Greifswald, Germany

    Werner H. Schmidt , Knut Heier  & Leonhard Bittner ,  & 

  2. Zentrum Mathematik, Technische Universität München, Arcisstr. 21, D-80290, München, Germany

    Roland Bulirsch

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© 1998 Springer Basel AG

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Felgenhauer, U. (1998). A Discretization for Control Problems with Optimality Test. In: Schmidt, W.H., Heier, K., Bittner, L., Bulirsch, R. (eds) Variational Calculus, Optimal Control and Applications. International Series of Numerical Mathematics, vol 124. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8802-8_5

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  • DOI: https://doi.org/10.1007/978-3-0348-8802-8_5

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-0348-9780-8

  • Online ISBN: 978-3-0348-8802-8

  • eBook Packages: Springer Book Archive

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