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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What did we get ?<br />
• We deduce a uniform error estimate<br />
|ūt k −u h k|+|¯yt k −y h k|+|¯pt k −k h k| = O( ¯ h).<br />
• Thanks to the shooting approach, the <strong>analysis</strong> becomes trivial.<br />
• Link to second-order conditions ?<br />
• Higher-order methods ?<br />
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