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dc.contributor.authorKarlsson, Peer Jesper
dc.contributor.authorLarsson, Stig
dc.contributor.authorSandberg, Mattias
dc.contributor.authorSzepessy, Anders
dc.contributor.authorTempone, Raul
dc.date.accessioned2017-06-05T08:35:48Z
dc.date.available2017-06-05T08:35:48Z
dc.date.issued2015-01-07
dc.identifier.urihttp://hdl.handle.net/10754/624097
dc.description.abstractThis work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian system connected with the optimal control problem. The error representation has a leading order term consisting of an error density that is computable from Symplectic Euler solutions. Under an assumption of the pathwise convergence of the approximate dual function as the maximum time step goes to zero, we prove that the remainder is of higher order than the leading error density part in the error representation. With the error representation, it is possible to perform adaptive time stepping. We apply an adaptive algorithm originally developed for ordinary differential equations.
dc.titleAn A Posteriori Error Estimate for Symplectic Euler Approximation of Optimal Control Problems
dc.typePoster
dc.contributor.departmentComputer, Electrical and Mathematical Sciences & Engineering (CEMSE)
dc.conference.dateJanuary 6-9, 2015
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015)
dc.conference.locationKAUST
dc.contributor.institutionKTH Royal Institute of Technology
dc.contributor.institutionChalmers University of Technology
dc.contributor.institutionUniversity of Gothenburg
kaust.personKarlsson, Peer Jesper
kaust.personTempone, Raul
refterms.dateFOA2018-06-14T03:16:20Z


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