Displaying similar documents to “Minimax optimal control problems. Numerical analysis of the finite horizon case”

Numerical procedure to approximate a singular optimal control problem

Silvia C. Di Marco, Roberto L.V. González (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

In this work we deal with the numerical solution of a Hamilton-Jacobi-Bellman (HJB) equation with infinitely many solutions. To compute the maximal solution – the optimal cost of the original optimal control problem – we present a complete discrete method based on the use of some finite elements and penalization techniques.

Some applications of optimal control theory of distributed systems

Alfredo Bermudez (2002)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

In this paper we present some applications of the J.-L. Lions’ optimal control theory to real life problems in engineering and environmental sciences. More precisely, we deal with the following three problems: sterilization of canned foods, optimal management of waste-water treatment plants and noise control

Minimax optimal control problems. Numerical analysis of the finite horizon case

Silvia C. Di Marco, Roberto L.V. González (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

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...