Finite difference methods for optimal control problems
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I am currently analyzing data that, a-posteriori, can be viewed as the values of an euler discretization with fixed step size 1 of an optimal control problem.
Can somebody recommend an introductory book/resource that treats optimal control problems and their discretizations via finite difference methods? Keywords could be stability, existence, discrete convolutions and finite differences, grids, mesh-size, parameter-estimation ...
Many thanks in advance.
differential-equations pde book-recommendation optimal-control
asked Nov 19 at 19:51
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up vote
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I am currently analyzing data that, a-posteriori, can be viewed as the values of an euler discretization with fixed step size 1 of an optimal control problem.
Can somebody recommend an introductory book/resource that treats optimal control problems and their discretizations via finite difference methods? Keywords could be stability, existence, discrete convolutions and finite differences, grids, mesh-size, parameter-estimation ...
Many thanks in advance.
differential-equations pde book-recommendation optimal-control
asked Nov 19 at 19:51
Ramen
433412
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I am currently analyzing data that, a-posteriori, can be viewed as the values of an euler discretization with fixed step size 1 of an optimal control problem.
Can somebody recommend an introductory book/resource that treats optimal control problems and their discretizations via finite difference methods? Keywords could be stability, existence, discrete convolutions and finite differences, grids, mesh-size, parameter-estimation ...
Many thanks in advance.
differential-equations pde book-recommendation optimal-control
asked Nov 19 at 19:51
Ramen
433412
I am currently analyzing data that, a-posteriori, can be viewed as the values of an euler discretization with fixed step size 1 of an optimal control problem.
Can somebody recommend an introductory book/resource that treats optimal control problems and their discretizations via finite difference methods? Keywords could be stability, existence, discrete convolutions and finite differences, grids, mesh-size, parameter-estimation ...
Many thanks in advance.
differential-equations pde book-recommendation optimal-control
differential-equations pde book-recommendation optimal-control
asked Nov 19 at 19:51
Ramen
433412
asked Nov 19 at 19:51
Ramen
433412
asked Nov 19 at 19:51
Ramen
433412
asked Nov 19 at 19:51
Ramen
433412
asked Nov 19 at 19:51
Ramen
433412
433412
add a comment |
add a comment |
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