Registro completo de metadatos
| Campo DC | Valor | Lengua/Idioma |
|---|---|---|
| dc.creator | Aragone, Laura Susana | - |
| dc.creator | Parente, Lisandro Armando | - |
| dc.creator | Philipp, Eduardo Andrés | - |
| dc.date | 2016-03-15T20:34:11Z | - |
| dc.date | 2016-03-15T20:34:11Z | - |
| dc.date | 2015-10 | - |
| dc.date | 2016-03-30 10:35:44.97925-03 | - |
| dc.date.accessioned | 2019-04-29T15:49:43Z | - |
| dc.date.available | 2019-04-29T15:49:43Z | - |
| dc.date.issued | 2015-10 | - |
| dc.identifier | Aragone, Laura Susana; Parente, Lisandro Armando; Philipp, Eduardo Andrés; Discrete time schemes for optimal control problems with monotone controls; Springer; Computational And Applied Mathematics; 34; 3; 10-2015; 847-863 | - |
| dc.identifier | 0101-8205 | - |
| dc.identifier | http://hdl.handle.net/11336/4805 | - |
| dc.identifier.uri | http://rodna.bn.gov.ar:8080/jspui/handle/bnmm/303120 | - |
| dc.description | In this article, we consider the Hamilton–Jacobi–Bellman equation associated with the optimization problem with monotone controls. The problem deals with the infinite horizon case and costs with update coefficients. We study the numerical solution through the discretization in time by finite differences. Without the classical semiconcavity-like assumptions, we prove that the convergence in this problem is of order hγ in contrast with the order hγ/2 valid for general control problems. This difference arises from the simple and precise way the monotone controls can be approximated. We illustrate the result with a simple example. | - |
| dc.description | Fil: Aragone, Laura Susana. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; Argentina | - |
| dc.description | Fil: Parente, Lisandro Armando. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; Argentina | - |
| dc.description | Fil: Philipp, Eduardo Andrés. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; Argentina | - |
| dc.format | application/pdf | - |
| dc.format | application/pdf | - |
| dc.language | eng | - |
| dc.publisher | Springer | - |
| dc.relation | info:eu-repo/semantics/altIdentifier/issn/0101-8205 | - |
| dc.relation | info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1007/s40314-014-0149-4 | - |
| dc.relation | info:eu-repo/semantics/altIdentifier/url/http://link.springer.com/article/10.1007/s40314-014-0149-4 | - |
| dc.relation | info:eu-repo/semantics/altIdentifier/url/http://link.springer.com/article/10.1007%2Fs40314-014-0149-4 | - |
| dc.rights | info:eu-repo/semantics/openAccess | - |
| dc.rights | https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ | - |
| dc.source | reponame:CONICET Digital (CONICET) | - |
| dc.source | instname:Consejo Nacional de Investigaciones Científicas y Técnicas | - |
| dc.source | instacron:CONICET | - |
| dc.subject | MONOTONE OPTIMAL CONTROL PROBLEMS | - |
| dc.subject | HJB EQUATIONS | - |
| dc.subject | NUMERICAL SOLUTIONS | - |
| dc.subject | Matemática Aplicada | - |
| dc.subject | Matemáticas | - |
| dc.subject | CIENCIAS NATURALES Y EXACTAS | - |
| dc.title | Discrete time schemes for optimal control problems with monotone controls | - |
| dc.type | info:eu-repo/semantics/article | - |
| dc.type | info:eu-repo/semantics/publishedVersion | - |
| dc.type | info:ar-repo/semantics/articulo | - |
| Aparece en las colecciones: | CONICET | |
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