<div class="csl-bib-body">
<div class="csl-entry">Preininger, J., & Phan, V. (2017). <i>On the Convergence of the Gradient Projection Method for Optimal Control Problems with Bang-Bang Solutions</i> (No. 2017–10). Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems. http://hdl.handle.net/20.500.12708/147055</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/147055
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dc.description.abstract
We revisit the gradient projection method in the framework of nonlinear optimal control problems with bang-bang solutions. We obtain the strong convergence of the iterative sequence of controls and the corresponding trajectories. Moreover, we establish a convergence rate, depending on a constant appearing in the corresponding switching function and prove that this convergence rate estimate is sharp. Some numerical illustrations are reported confirming the theoretical results.
en
dc.language.iso
en
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dc.publisher
Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems
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dc.relation.ispartofseries
ORCOS (Operations Research and Control Systems Theory)
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dc.subject
Applied Mathematics
en
dc.subject
Computational Mathematics
en
dc.subject
Optimal control
en
dc.subject
Control and Optimization
en
dc.subject
Gradient projection method
en
dc.subject
Strong convergence
en
dc.subject
Convergence rate
en
dc.subject
Bang-bang contro
en
dc.title
On the Convergence of the Gradient Projection Method for Optimal Control Problems with Bang-Bang Solutions
en
dc.type
Bericht
de
dc.type
Report
en
dc.relation.issn
2521-313x
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dc.type.category
Research Report
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dc.publisher.place
Vienna, Austria
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tuw.relation.ispartofseries
ORCOS (Operations Research and Control Systems Theory)
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tuw.researchTopic.id
A3
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tuw.researchTopic.id
C4
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tuw.researchTopic.name
Fundamental Mathematics Research
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tuw.researchTopic.name
Mathematical and Algorithmic Foundations
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tuw.researchTopic.value
50
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tuw.researchTopic.value
50
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tuw.publication.orgunit
E105-04 - Forschungsbereich Variationsrechnung, Dynamische Systeme und Operations Research
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dc.description.numberOfPages
18
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dc.identifier.reportid
2017-10
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wb.sciencebranch
Mathematik
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wb.sciencebranch.oefos
1010
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wb.facultyfocus
Wirtschaftsmathematik und Stochastik
de
wb.facultyfocus
Mathematical Methods in Economics and Stochastics
en
wb.facultyfocus.faculty
E100
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item.grantfulltext
restricted
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item.openairecristype
http://purl.org/coar/resource_type/c_18ws
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item.openairetype
research report
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item.languageiso639-1
en
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item.cerifentitytype
Publications
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item.fulltext
no Fulltext
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crisitem.author.dept
E192-02 - Forschungsbereich Databases and Artificial Intelligence
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crisitem.author.dept
E105 - Institut für Stochastik und Wirtschaftsmathematik
