Difference Approximations in Optimal Control Problems

Difference Approximations in Optimal Control Problems

The convergence of solutions of discrete extremum problems to the solution of the continuous optimal control problem is considered, both in the sense of the optimal value of the functional and of the optimal control. In the latter case "nonwell-posed" extremum problems are discussed.

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Veröffentlicht in:SIAM journal on control 1969-02, Vol.7 (1), p.18-31
Hauptverfasser: Budak, B. M., Berkovich, E. M., Solov’eva, E. N.
Format: Artikel
Sprache:eng
Schlagworte:
Approximation
Validity
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Zusammenfassung:The convergence of solutions of discrete extremum problems to the solution of the continuous optimal control problem is considered, both in the sense of the optimal value of the functional and of the optimal control. In the latter case "nonwell-posed" extremum problems are discussed.
ISSN:0036-1402
0363-0129
1095-7138
DOI:10.1137/0307002