Numerical Methods for Optimal Control Problems with State Constraints

• Main Author: Pytlak, Radoslaw (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1999.
• Edition: 1st ed. 1999.
• Series: Lecture Notes in Mathematics, 1707
• Subjects: System theory.; Calculus of variations.; Numerical analysis.; Economic theory.; Systems Theory, Control.; Calculus of Variations and Optimal Control; Optimization.; Numerical Analysis.; Economic Theory/Quantitative Economics/Mathematical Methods.

While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence anal...

Table of Contents:

• Estimates on solutions to differential equations and their approximations
• First order method
• Implementation
• Second order method
• Runge-Kutta based procedure for optimal control of differential- Algebraic Equations.