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arXiv · 2103.00936

An algorithm to construct subsolutions of convex optimal control problems

Gianmarco Bet·Markus Fischer
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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.

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Gianmarco Bet, Markus Fischer. 2021-03-01. An algorithm to construct subsolutions of convex optimal control problems. https://arxiv.org/abs/2103.00936

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