Convergence Analysis of the Implicit Euler-discretization and Sufficient Conditions for Optimal Control Problems Subject to Index-one Differential-algebraic Equations - Martens, Björn; Gerdts, Matthias (Set-valued and variational analysis, 2019)
Keywords: Algebra; Analysis; Coercivity; Control theory; Convergence; Differential equations; Discretization; Economic models; Indexing; Mathematical analysis; Mathematics; Mathematics and Statistics; Optimal control; Optimization; Riccati-equation; Optimal control; Euler-discretization; Second order sufficient conditions; 65L80; 65L20; Differential-algebraic equation; 49K15; 49J15; Convergence analysis; Legendre-Clebsch