Second-Order Runge--Kutta Approximations in Control Constrained Optimal Control
- 1 January 2000
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Numerical Analysis
- Vol. 38 (1) , 202-226
- https://doi.org/10.1137/s0036142999351765
Abstract
In this paper, we analyze second-order Runge--Kutta approximations to a nonlinear optimal control problem with control constraints. If the optimal control has a derivative of bounded variation and a coercivity condition holds, we show that for a special class of Runge--Kutta schemes, the error in the discrete approximating control is O(h2) where h is the mesh spacing.Keywords
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