Discrete variational integrators and optimal control theory

Abstract

A geometric derivation of numerical integrators for optimal control problems is proposed. It is based in the classical technique of generating functions adapted to the special features of optimal control problems.

17 pages

References in corpus (2)

• Multisymplectic geometry, variational integrators, and nonlinear PDEs
• Discrete time Lagrangian mechanics on Lie groups, with an application to the Lagrange top