A max-plus finite element method for solving finite horizon deterministic optimal control problems

Abstract

We introduce a max-plus analogue of the Petrov-Galerkin finite element method, to solve finite horizon deterministic optimal control problems. The method relies on a max-plus variational formulation, and exploits the properties of projectors on max-plus semimodules. We obtain a nonlinear discretized semigroup, corresponding to a zero-sum two players game. We give an error estimate of order $(\Delta t{)}^{1/2}+\Delta x(\Delta t{)}^{-1}$, for a subclass of problems in dimension 1. We compare our method with a max-plus based discretization method previously introduced by Fleming and McEneaney.

13 pages, 5 figures

References in corpus (1)

• Duality and separation theorems in idempotent semimodules

Cited by in corpus (1)

• The max-plus finite element method for solving deterministic optimal control problems: basic properties and convergence analysis