Publications in Scientific Journals:
A. Pietrus, T. Scarinci, V.M. Veliov:
"High Order Discrete Approximations To Mayer'S Problems For Linear Systems";
SIAM Journal on Control and Optimization,
56
(2018),
1;
102
- 119.
English abstract:
This paper presents a discretization scheme for Mayer's type optimal control problems of linear systems. The scheme is based on second order Volterra--Fliess approximations, and on an augmentation of the control variable in a control set of higher dimension. Compared with the existing results, it has the advantage of providing a higher order accuracy, which may make it more efficient when aiming for a certain precision. Error estimations (depending on the controllability index of the system at the solution) are proved by using a recent result about stability of the optimal solution with respect to disturbances. Numerical results are provided which show the sharpness of the error estimations.
Read More: http://epubs.siam.org/doi/abs/10.1137/16M1079142
Keywords:
optimal control, numerical methods, linear systems, discretization methods, error estimations
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1137/16M1079142
Created from the Publication Database of the Vienna University of Technology.