Abstract. This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian system connected with the optimal control problem. The error representation has a leading order term consisting of an error density that is computable from Symplectic Euler solutions. Under an assumption of the pathwise convergence of the approximate dual function as the maximum time step goes to zero, we prove that the remainder is of higher order than the leading error density part in the error representation. With the error representation, it is possible to perform adaptive time stepping. We ap...
In this note, we consider numerical methods for a class of Hamiltonian systems that preserve the Ham...
In this note, we consider numerical methods for a class of Hamiltonian systems that preserve the Ham...
International audienceWe study the error introduced in the solution of an optimal control problem wi...
Abstract. This work focuses on numerical solutions of optimal control problems. A time discretizatio...
This work focuses on numerical solutions of optimal control problems. A time discretization error re...
This work focuses on numerical solutions of optimal control problems. A time discretization error re...
This work focuses on numerical solutions of optimal control problems. A time discretization error re...
This work focuses on numerical solutions of optimal control problems. A time discretization error re...
Many inverse problems for differential equations can be formulated as optimal control problems. It i...
Many inverse problems for differential equations can be formulated as optimal control problems. It ...
We propose some error estimates for the discrete solution of an optimal control problem with first-...
Abstract. In this work, we study priori error estimates for the numerical ap-proximation of an optim...
When selecting a numerical method to integrate an ODE system, it is intuitively clear that preservat...
In this note, numerical methods for a class of Hamiltonian systems which preserve the Hamiltonian ar...
For general optimal control problems, Pontryagin’s maximum principle gives necessary optimality cond...
In this note, we consider numerical methods for a class of Hamiltonian systems that preserve the Ham...
In this note, we consider numerical methods for a class of Hamiltonian systems that preserve the Ham...
International audienceWe study the error introduced in the solution of an optimal control problem wi...
Abstract. This work focuses on numerical solutions of optimal control problems. A time discretizatio...
This work focuses on numerical solutions of optimal control problems. A time discretization error re...
This work focuses on numerical solutions of optimal control problems. A time discretization error re...
This work focuses on numerical solutions of optimal control problems. A time discretization error re...
This work focuses on numerical solutions of optimal control problems. A time discretization error re...
Many inverse problems for differential equations can be formulated as optimal control problems. It i...
Many inverse problems for differential equations can be formulated as optimal control problems. It ...
We propose some error estimates for the discrete solution of an optimal control problem with first-...
Abstract. In this work, we study priori error estimates for the numerical ap-proximation of an optim...
When selecting a numerical method to integrate an ODE system, it is intuitively clear that preservat...
In this note, numerical methods for a class of Hamiltonian systems which preserve the Hamiltonian ar...
For general optimal control problems, Pontryagin’s maximum principle gives necessary optimality cond...
In this note, we consider numerical methods for a class of Hamiltonian systems that preserve the Ham...
In this note, we consider numerical methods for a class of Hamiltonian systems that preserve the Ham...
International audienceWe study the error introduced in the solution of an optimal control problem wi...