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A computational method for a class of optimal relaxed control problems

Abstract

In the present paper, we propose a computational scheme for solving a class of optimal relaxed control problems, using the concept of control parametrization. Furthermore, some important convergence properties of the proposed computational scheme are investigated. For illustration, a numerical example is also included.

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Communicated by L. Cesari

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Teo, K.L., Goh, C.J. A computational method for a class of optimal relaxed control problems. J Optim Theory Appl 60, 117–133 (1989). https://doi.org/10.1007/BF00938804

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Key Words

  • Optimal relaxed control problems
  • computational methods
  • convergence of computational methods