CIFASIS 20631
CENTRO INTERNACIONAL FRANCO ARGENTINO DE CIENCIAS DE LA INFORMACION Y DE SISTEMAS
Unidad Ejecutora - UE
artículos
Título:
Fully discrete schemes for monotone optimal control problems
Autor/es:
ARAGONE L.S; PHILIPP, E.; PARENTE L.
Revista:
COMPUTATIONAL AND APPLIED MATHEMATICS
Editorial:
springer
Referencias:
Año: 2018 vol. 37 p. 1047 - 1065
Resumen:
We address a minimax optimal control problems with linear dynamics. Underconvexity assumptions, by using non-smooth optimization techniques, we derivea set of optimality conditions for the continuous-time case. We define anapproximated discrete-time problem where analogous conditions hold. One ofthem allows us to design an easily implementable descent method. We analyzeits convergence and we show some preliminary numerical results.
