The max-plus finite element method for optimal control problems: further approximation results

Abstract

We develop the max-plus finite element method to solve finite horizon deterministic optimal control problems. This method, that we introduced in a previous work, relies on a max-plus variational formulation, and exploits the properties of projectors on max-plus semimodules. We prove here a convergence result, in arbitrary dimension, showing that for a subclass of problems, the error estimate is of order δ+△x(δ) <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">−1</sup> , where δ and △x are the time and space steps respectively. We also show how the max-plus analogues of the mass and stiffness matrices can be computed by convex optimization, even when the global problem is non convex. We illustrate the method by numerical examples in dimension 2.