求解最优控制问题的一类单调时间离散格式

应用数学和力学 2026 Open access

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Authors: Qingqing Xiang, 重庆 401331 重庆师范大学 数学科学学院, Hao CHEN
DOI: 10.21656/1000-0887.460020
Cited by: 0

Abstract

Recently, Breitenbach and Borzì proposed a sequential quadratic Hamiltonian method for solving optimal control problems. They proved the monotonic convergence of the algorithm in the continuous time case. However, the properties of the discrete version of the iterative procedure have not been tackled yet. A midpoint time-discretized scheme preserving the monotonic properties of the sequential quadratic Hamiltonian method was presented. Numerical experiments show the effectiveness and convergence of the proposed algorithm.

Fields of Study & Subjects

Advanced Numerical Methods in Computational Mathematics Advanced Control Systems Optimization Numerical methods for differential equations

Publication details

Journal / source
应用数学和力学
Volume
47
Issue
2
Pages
230–242
Publication date
1 January 2026
Language
EN