Numerical analysis of time discretization of optimal control problems
Numerical analysis of time discretization of optimal control problems
Numerical analysis of time discretization of optimal control problems
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Fuller’s problem II<br />
• Known true solution (Fuller 1963)<br />
• Sequence <strong>of</strong> bang-bang arcs whose length geometrically converges to 0<br />
• Followed by singular arc: u = 0 and x = 0.<br />
• Again we can use “exact” integrators for a <strong>control</strong> constant over <strong>time</strong><br />
steps<br />
• Averaging effect: loss <strong>of</strong> <strong>optimal</strong>ity maybe smaller than it seems.<br />
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