Numerical analysis of a minimax optimal control problem with an additive final cost

被引：2

作者：

Aragone, LS ^{[1
]}

Di Marco, SC ^{[1
]}

González, RLV ^{[1
]}

机构：

[1] UNR, FCEIA, CONICET, Rosario, Argentina

来源：

MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES | 2002年 / 12卷 / 02期

关键词：

minimax problem; Hamilton-Jacobi-Bellman equation; viscosity solution;

D O I：

10.1142/S021820250200160X

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we deal with the numerical analysis of an optimal control problem of minimax type with finite horizon and final cost. To get numerical approximations we devise here a fully discrete scheme which enables us to compute an approximated solution. We prove that the fully discrete solution converges to the solution of the continuous problem and we also give the order of the convergence rate. Finally we present some numerical results.

引用

页码：183 / 203

页数：21

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