Di Marco, Silvia C., and González, Roberto L.V.. "Minimax optimal control problems. Numerical analysis of the finite horizon case." ESAIM: Mathematical Modelling and Numerical Analysis 33.1 (2010): 23-54. <http://eudml.org/doc/197400>.
@article{DiMarco2010,
abstract = {
In this paper we consider the numerical computation of the optimal cost
function associated to the problem that consists in finding the minimum of
the maximum of a scalar functional on a trajectory. We present an
approximation method for the numerical solution which employs both
discretization on time and on spatial variables. In this way, we obtain a
fully discrete problem that has unique solution. We give an optimal estimate
for the error between the approximated solution and the optimal cost
function of the original problem. Also, numerical examples are presented.
},
author = {Di Marco, Silvia C., González, Roberto L.V.},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis},
keywords = {minimax problems; optimal cost function; discrete
maximum principle; fully discrete solution.; minimax optimal control problems; numerical examples; error bounds; finite difference method},
language = {eng},
month = {3},
number = {1},
pages = {23-54},
publisher = {EDP Sciences},
title = {Minimax optimal control problems. Numerical analysis of the finite horizon case},
url = {http://eudml.org/doc/197400},
volume = {33},
year = {2010},
}
TY - JOUR
AU - Di Marco, Silvia C.
AU - González, Roberto L.V.
TI - Minimax optimal control problems. Numerical analysis of the finite horizon case
JO - ESAIM: Mathematical Modelling and Numerical Analysis
DA - 2010/3//
PB - EDP Sciences
VL - 33
IS - 1
SP - 23
EP - 54
AB -
In this paper we consider the numerical computation of the optimal cost
function associated to the problem that consists in finding the minimum of
the maximum of a scalar functional on a trajectory. We present an
approximation method for the numerical solution which employs both
discretization on time and on spatial variables. In this way, we obtain a
fully discrete problem that has unique solution. We give an optimal estimate
for the error between the approximated solution and the optimal cost
function of the original problem. Also, numerical examples are presented.
LA - eng
KW - minimax problems; optimal cost function; discrete
maximum principle; fully discrete solution.; minimax optimal control problems; numerical examples; error bounds; finite difference method
UR - http://eudml.org/doc/197400
ER -