Dontchev, A. L. 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]. Reviewer: J.F.Bonnans (Le Chesnay) Cited in 8 Documents MSC: 49M25 Discrete approximations in optimal control 49J15 Existence theories for optimal control problems involving ordinary differential equations 65K05 Numerical mathematical programming methods Keywords:stability of solutions; sensitivity analysis; error estimates; optimal control; Euler discretization PDFBibTeX XMLCite \textit{A. L. Dontchev}, IMA Vol. Math. Appl. 78, 59--80 (1996; Zbl 0887.49026)