Computational Methods in Optimal Control
William W. Hager
Sold by Rarewaves.com USA, London, LONDO, United Kingdom
AbeBooks Seller since June 11, 2025
New - Soft cover
Condition: New
Quantity: 2 available
Add to basketSold by Rarewaves.com USA, London, LONDO, United Kingdom
AbeBooks Seller since June 11, 2025
Condition: New
Quantity: 2 available
Add to basketUsing material from many different sources in a systematic and unified way, this self-contained book provides both rigorous mathematical theory and practical numerical insights while developing a framework for determining the convergence rate of discrete approximations to optimal control problems. Elements of the framework include the reference point, the truncation error, and a stability theory for the linearized first-order optimality conditions.Within this framework, the discretized control problem has a stationary point whose distance to the reference point is bounded in terms of the truncation error. The theory applies to a broad range of discretizations and provides completely new insights into the convergence theory for discrete approximations in optimal control, including the relationship between orthogonal collocation and Runge-Kutta methods.Throughout the book, derivatives associated with the discretized control problem are expressed in terms of a back-propagated costate. In particular, the objective derivative of a bang-bang or singular control problem with respect to a switch point of the control are obtained, which leads to the efficient solution of a class of nonsmooth control problems using a gradient-based optimizer.
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