Name
Title | ||
|---|---|---|
Convergence Rate for a Gauss Collocation Method Applied to Unconstrained Optimal Control. |
Abstract | ||
|---|---|---|
A local convergence rate is established for an orthogonal collocation method based on Gauss quadrature applied to an unconstrained optimal control problem. If the continuous problem has a smooth solution and the Hamiltonian satisfies a strong convexity condition, then the discrete problem possesses a local minimizer in a neighborhood of the continuous solution, and as the number of collocation points increases, the discrete solution converges to the continuous solution at the collocation points, exponentially fast in the sup-norm. Numerical examples illustrating the convergence theory are provided. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1007/s10957-016-0929-7 | J. Optimization Theory and Applications |
Keywords | DocType | Volume |
Gauss collocation method, Convergence rate, Optimal control, Orthogonal collocation, 49M25, 49M37, 65K05, 90C30 | Journal | 169 |
Issue | ISSN | Citations |
3 | 1573-2878 | 4 |
PageRank | References | Authors |
0.48 | 11 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| William W. Hager | 1 | 1603 | 214.67 |
| Hongyan Hou | 2 | 4 | 0.48 |
| Anil V. Rao | 3 | 341 | 29.35 |