Hostname: page-component-848d4c4894-hfldf Total loading time: 0 Render date: 2024-05-04T16:28:26.095Z Has data issue: false hasContentIssue false
  • English
  • Français

Minimax optimal control problems. Numerical analysis of the finite horizoncase

Published online by Cambridge University Press:  15 August 2002

Silvia C. Di Marco  and
Roberto L.V. González
Silvia C. Di Marco
Affiliation:
CONICET – Inst. Beppo Levi, Dpto. Matemática, FCEIA, Universidad Nacional de Rosario, Rosario, Argentine.
Roberto L.V. González
Affiliation:
CONICET – Inst. Beppo Levi, Dpto. Matemática, FCEIA, Universidad Nacional de Rosario, Rosario, Argentine.
Get access

Abstract

In this paper we consider the numerical computation of the optimal cost function associated to the problem that consists in finding the minimum of the maximum of a scalar functional on a trajectory. We present an approximation method for the numerical solution which employs both discretization on time and on spatial variables. In this way, we obtain a fully discrete problem that has unique solution. We give an optimal estimate for the error between the approximated solution and the optimal cost function of the original problem. Also, numerical examples are presented.

Keywords

minimax problemsoptimal cost functiondiscrete maximum principlefully discrete solution.
Type
Research Article
Information
ESAIM: Mathematical Modelling and Numerical Analysis , Volume 33 , Issue 1 , January 1999 , pp. 23 - 54
Copyright
© EDP Sciences, SMAI, 1999

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)