Regularization and discretization of linear-quadratic control problems

• Autorzy: Alt W. , Seydenschwanz M.
• Języki publikacji: EN

Abstrakty

EN

We analyze regularizations of a class of linear-quadratic optimal control problems with control appearing linearly. It is shown that if the optimal control is bang-bang or if a coercivity condition for the state variables is satisfied, the solutions are continuous functions of the regularization parameter. Combining error estimates for Euler discretizations of the regularized problems with those for the regularization error, we choose the regularization parameter in dependence of the meshsize to obtain optimal convergence rates for the discrete solutions. Numerical experiments confirm the theoretical findings.

Słowa kluczowe

EN

optimal control; bang-bang control; regularization; discretization

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2011
• Tom: Vol. 40, no 4
• Strony: 903--920
• Opis fizyczny: Bibliogr. 38 poz.

Twórcy

autor

Alt W.

autor

Seydenschwanz M.

• Institut für Angewandte Mathematik, Friedrich-Schiller-Universität Jena 07740 Jena, Germany,

Bibliografia

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