Second-order Runge-Kutta approximations in control constrained optimal control

被引：129

作者：

Dontchev, AL ^{[1
]}

Hager, WW

Veliov, VM

机构：

[1] Math Reviews, Ann Arbor, MI 48107 USA

[2] Univ Florida, Dept Math, Gainesville, FL 32611 USA

[3] Bulgarian Acad Sci, Inst Math & Informat, BG-1040 Sofia, Bulgaria

[4] Vienna Univ Technol, A-1040 Vienna, Austria

来源：

SIAM JOURNAL ON NUMERICAL ANALYSIS | 2000年 / 38卷 / 01期

关键词：

optimal control; numerical solution; discretization; Runge Kutta scheme; rate of convergence;

D O I：

10.1137/S0036142999351765

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we analyze second-order Runge-Kutta approximations to a nonlinear optimal control problem with control constraints. If the optimal control has a derivative of bounded variation and a coercivity condition holds, we show that for a special class of Runge Kutta schemes, the error in the discrete approximating control is O(h(2)) where h is the mesh spacing.

引用

页码：202 / 226

页数：25

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