A tree structure algorithm for optimal control problems with state constraints
We present a tree structure algorithm for optimal control problems with state constraints. We prove a convergence result for a discrete time approximation of the value function based on a novel formulation in the case of convex constraints. Then the Dynamic Programming approach is developed by a d...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sapienza Università Editrice
2020-06-01
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| Series: | Rendiconti di Matematica e delle Sue Applicazioni |
| Subjects: | |
| Online Access: | https://www1.mat.uniroma1.it/ricerca/rendiconti/ARCHIVIO/2020(3-4)/193-221.pdf |