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Convergence analysis of the Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems | IEEE Conference Publication | IEEE Xplore

Convergence analysis of the Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems


Abstract:

We consider the Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems, which is a max-plus analogue of the Petrov-Galerkin finite element meth...Show More

Abstract:

We consider the Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems, which is a max-plus analogue of the Petrov-Galerkin finite element method. This method, that we introduced in a previous work, relies on a max-plus variational formulation. The error in the sup-norm can be bounded from the difference between the value function and its projections on max-plus and minplus semimodules when the max-plus analogue of the stiffness matrix is exactly known. We derive here a convergence result in arbitrary dimension for approximations of the stiffness matrix relying on the Hamiltonian, and for arbitrary discretization grid. We show that for a class of problems, the error estimate is of order ¿+¿x(¿)-1 or ¿¿+¿x(¿)-1, depending on the choice of the approximation, where ¿ and ¿x are, respectively, the time and space discretization steps. We give numerical examples in dimension 2.
Date of Conference: 09-11 December 2008
Date Added to IEEE Xplore: 06 January 2009
ISBN Information:
Print ISSN: 0191-2216
Conference Location: Cancun, Mexico

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