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Error estimates for the Euler discretization of an optimal control problem with first-order state constraints
Abstract : We study the error introduced in the solution of an optimal control problem with first order state constraints, for which the trajectories are approximated with a classical Euler scheme. We obtain order one approximation results in the L ∞ norm (as opposed to the order 2/3 obtained in the literature). We assume either a strong second order optimality condition, or a weaker one in the case where the state constraint is scalar, satisfies some hypotheses for junction points, and the time step is constant. Our technique is based on some homotopy path of discrete optimal control problems that we study using perturbation analysis of nonlinear programming problems.
Cited literature [28 references]
https://hal.inria.fr/hal-01093229
Contributor : J. Frederic Bonnans <>
Submitted on : Thursday, August 27, 2015 - 10:57:31 AM
Last modification on : Friday, April 30, 2021 - 9:54:53 AM
Long-term archiving on: : Wednesday, April 26, 2017 - 10:34:43 AM
Contributor : J. Frederic Bonnans <>
Submitted on : Thursday, August 27, 2015 - 10:57:31 AM
Last modification on : Friday, April 30, 2021 - 9:54:53 AM
Long-term archiving on: : Wednesday, April 26, 2017 - 10:34:43 AM
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