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Discrete approximations in optimal control. (English) Zbl 0887.49026

Mordukhovich, Boris S. (ed.) et al., Nonsmooth analysis and geometric methods in deterministic optimal control. Proceedings of a workshop, Minneapolis, MN, USA, February 1993. New York, NY: Springer. IMA Vol. Math. Appl. 78, 59-80 (1996).
The paper discusses error estimates when discretizing an optimal control problem for ordinary differential equations with control constraints, based on a hypothesis of uniform positivity of the Hessian of the cost. Error estimates on the optimal solution and Lagrange multiplier are obtained assuming an Euler discretization scheme.
For the entire collection see [Zbl 0844.00033].

MSC:

49M25 Discrete approximations in optimal control
49J15 Existence theories for optimal control problems involving ordinary differential equations
65K05 Numerical mathematical programming methods
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