Error analysis of discrete approximations to bang-bang optimal control problems: the linear case

• Autorzy: Veliov V. M.
• Języki publikacji: EN

Abstrakty

EN

The paper presents an error estimate for Runge-Kutta direct discretizations of terminal optimal control problems for linear systems. The optimal control for such problems is typically discontinuous, and Lipschitz stability of the solution with respect to perturbations does not necessarily hold. The estimate (in terms of the optimal controls) is of first order if certain recently obtained sufficient conditions for structural stability hold, and of fractional order, otherwise. The main tool in the proof is the established relation between the local convexity index of the reachable set and the multiplicity of zeros of appropriate switching functions associated with the problem.

Słowa kluczowe

EN

linear control systems; discrete approximations; error estimates

PL

liniowy system sterowania; dyskretna aproksymacja; szacowanie błędów

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2005
• Tom: Vol. 34, no 3
• Strony: 967--982
• Opis fizyczny: Bibliogr. 20 poz.

Twórcy

autor

Veliov V. M.

• Institute of Mathematical Methods in Economics, Vienna University of Technology, Argentinierstrasse 8/119, A-1040 Vienna, Austria,

Bibliografia

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