Автор |
Camilli, Fabio |
Автор |
Falcone, Maurizio |
Дата выпуска |
1999 |
dc.description |
In this paper we study an approximation scheme for a class of control problems involving an ordinary control v, an impulsive control u and its derivative $\dot u$. Adopting a space-time reparametrization of the problem which adds one variable to the state space we overcome some difficulties connected to the presence of $\dot u$. We construct an approximation scheme for that augmented system, prove that it converges to the value function of the augmented problem and establish an error estimates in L <sup>∞</sup> for this approximation. Moreover, a characterization of the limit of the discrete optimal controls is given showing that it converges (in a suitable sense) to an optimal control for the continuous problem. |
Формат |
application.pdf |
Издатель |
EDP Sciences |
Копирайт |
© EDP Sciences, SMAI, 1999 |
Тема |
Impulsive control |
Тема |
approximation scheme |
Тема |
dynamic programming |
Тема |
viscosity solution |
Название |
Approximation of control problems involving ordinary and impulsive controls |
Тип |
research-article |
DOI |
10.1051/cocv:1999108 |
Electronic ISSN |
1262-3377 |
Print ISSN |
1292-8119 |
Журнал |
ESAIM: Control, Optimisation and Calculus of Variations |
Том |
4 |
Первая страница |
159 |
Последняя страница |
176 |
Аффилиация |
Camilli Fabio; Dipartimento di Matematica, Università di Torino, Via Carlo Alberto 10, 10123 Torino, Italy; Camilli@dm.unito.it. |
Аффилиация |
Falcone Maurizio; Dipartimento di Matematica, Università di Roma “La Sapienza", P.le Aldo Moro 2, 00185 Roma, Italy; Falcone@axcasp.caspur.it. |