Computational methods in optimal control : theory and practice /

Using 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 discretizations to optimal control problems. Elements...

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Bibliographic Details
Main Author: Hager, William W., 1948- (Author)
Format: Book
Language:English
Published: Philadelphia : Society for Industrial and Applied Mathematics, [2025].
Series:CBMS-NSF regional conference series in applied mathematics ; 100.
Subjects:
Table of Contents:
  • 1. Introduction
  • 2. Convergence theory
  • 3. Truncation errors in Runge-Kutta methods
  • 4. Convergence theory for Runge-Kutta methods
  • 5. Orthogonal collocation schemes
  • 6. Endpoint constraints and discontinuous controls
  • Appendix A. Minimum principle.