Corpus ID: 232076315

An algorithm to construct subsolutions of convex optimal control problems

@inproceedings{Bet2021AnAT,
  title={An algorithm to construct subsolutions of convex optimal control problems},
  author={G. Bet and Markus Fischer},
  year={2021}
}
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. MSC2020 subject classifications: (Primary) 90C39, 93E20, (Secondary) 49L20, 49M25. 

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References

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