Set-Valued Numerical Analysis and Optimal Control

Titelangaben

Baier, Robert ; Gerdts, Matthias:
Set-Valued Numerical Analysis and Optimal Control.
Borovets , 2005

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Abstract

This booklet covers set-valued numerical analysis and numerical methods for optimal control. Basic material in Convex and Set-Valued Analysis with a focus on arithmetical set operations, parametrizations of sets and set-valued mappings as well as numerical methods for ordinary differential equations and boundary value problems (one-step methods, shooting method) with a focus on necessary optimality conditions and sensitivity analysis are studied. As applications direct and indirect methods discretizing optimal control problems and set-valued quadrature and Runge-Kutta methods are considered.