An algorithm to construct subsolutions of convex optimal control problems
Optimization and Control
2022-03-07 v2 Probability
Abstract
We propose an algorithm that produces a non-decreasing sequence of subsolutions for a class of optimal control problems distinguished by the property that the associated Bellman operators preserve convexity. In addition to a theoretical discussion and proofs of convergence, numerical experiments are presented to illustrate the feasibility of the method.
Cite
@article{arxiv.2103.00936,
title = {An algorithm to construct subsolutions of convex optimal control problems},
author = {Gianmarco Bet and Markus Fischer},
journal= {arXiv preprint arXiv:2103.00936},
year = {2022}
}
Comments
37 pages, 3 figures, 5 tables. All comments are welcome