News Help Institutional access
Back to results
Bibliographic record · Consultation and access
Artículo

Fully discrete schemes for monotone optimal control problems

Aragone, Laura Susana et al · Sociedade Brasileira de Matemática Aplicada e Computacional · 2018

Open-access full text
Quick overview. Review the resource’s basic details, then access the content using the main button. This page shows only the information needed to identify, cite, and open the work.
Author / responsible party
Aragone, Laura Susana et al
Publisher
Sociedade Brasileira de Matemática Aplicada e Computacional
Year
2018
ISSN
1047-1065
ISSN
1047-1065
Language
English

Resource access

Open the content from the main option or choose another available source.

CONICET Digital CONICET Digital OAI-PMH
Entrar por CONICET Digital
Main access

Open-access full text

Texto completo identificado como acceso abierto.
Open text

Summary

Descripción general del contenido del recurso.

In this article, we study an infinite horizon optimal control problem with monotone controls. We analyze the associated Hamilton–Jacobi–Bellman (HJB) variational inequality which characterizes the value function and consider the totally discretized problem using Lagrange elements to approximate the state space Ω. The convergence orders of these approximations are proved, which are in general (h+kh)γ where γ is the Hölder constant of the value function u, h and k are the time and space discretization parameters, respectively. A special election of the relations between h and k allows to obtain a convergence of order k23γ, which is valid without semiconcavity hypotheses over the problem’s data. Fil: Aragone, Laura Susana. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas. Universidad Nacional de Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas; Argentina Fil: Parente, Lisandro Armando. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas. Universidad Nacional de Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas; Argentina

How to cite

Elegí el formato que necesitás y copiá la referencia al portapapeles.

APA 7

Aragone, L. S. E. A. (2018). Fully discrete schemes for monotone optimal control problems. http://hdl.handle.net/11336/61037

MLA

Aragone, Laura Susana et al. "Fully discrete schemes for monotone optimal control problems." 2018. http://hdl.handle.net/11336/61037.

Chicago

Aragone, Laura Susana et al. 2018. "Fully discrete schemes for monotone optimal control problems.". http://hdl.handle.net/11336/61037.

Harvard

Aragone, L. S. E. A. 2018, Fully discrete schemes for monotone optimal control problems, Sociedade Brasileira de Matemática Aplicada e Computacional, available at: http://hdl.handle.net/11336/61037 [Accessed 7 Aug. 2026].

Share and print

Save the record, copy its permanent link, or print it as a PDF.

Export reference

You can export the record in common formats for use in a reference manager.

RIS BibTeX

Resource details

Bibliographic information to help confirm that this is the correct material.

Title
Fully discrete schemes for monotone optimal control problems
Author / contributors
Aragone, Laura Susana et al
Publisher
Sociedade Brasileira de Matemática Aplicada e Computacional
Publication year
2018
ISSN
1047-1065
ISSN
1047-1065
Language
English

Subjects

Explore related resources through these subjects.

HJB VARIATIONAL INEQUALITY; MONOTONE OPTIMAL CONTROL PROBLEMS; NUMERICAL SOLUTIONS; https://purl.org/becyt/ford/1.1; https://purl.org/becyt/ford/1
Copied