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A numerically stable method for convex optimal control problems. (English) Zbl 1052.49030

The author considers an optimal control problem for an ordinary differential equation with linear dynamics, and a convex cost function. He introduces then a piecewise constant discretization of the control, that he suggests to solve by a proximal point algorithm. He provides some limited numerical results.

MSC:

49M25 Discrete approximations in optimal control
49J15 Existence theories for optimal control problems involving ordinary differential equations
90C48 Programming in abstract spaces
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