Overlapping Schwarz decomposition for nonlinear OCPs achieves local linear convergence with rate improving exponentially with overlap size, based on exponential decay of sensitivity for primal and dual solutions.
Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations,
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On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control
Overlapping Schwarz decomposition for nonlinear OCPs achieves local linear convergence with rate improving exponentially with overlap size, based on exponential decay of sensitivity for primal and dual solutions.