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Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control pp 59–80Cite as

Discrete Approximations in Optimal Control

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Part of the book series: The IMA Volumes in Mathematics and its Applications ((IMA,volume 78))

Abstract

In this paper we present two techniques for analysis of discrete approximations in optimal control. In Section 2 we study convergence properties of the optimal value and optimal solutions. In Section 3 we obtain an estimate for the optimal control error in the case when the Euler discretization scheme is used for solving the first-order optimality conditions. Section 4 contains a survey on related results.

This research was supported in part by the Institute for Mathematics and its Applications with funds provided by the National Science Foundation.

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Author information

Authors and Affiliations

  1. Institute of Mathematics, Bulgarian Academy of Sciences, Sofia, Bulgaria

    A. L. Dontchev

  2. Mathematical Reviews, 416 Fourth Street, 48107, Ann Arbor, MI, USA

    A. L. Dontchev

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  1. A. L. Dontchev
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Editors and Affiliations

  1. Department of Mathematics, Wayne State University, 48202, Detroit, MI, USA

    Boris S. Mordukhovich

  2. Department of Mathematics, Rutgers University, 08903, New Brunswick, NJ, USA

    Hector J. Sussmann

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© 1996 Springer-Verlag New York, Inc.

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Dontchev, A.L. (1996). Discrete Approximations in Optimal Control. In: Mordukhovich, B.S., Sussmann, H.J. (eds) Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control. The IMA Volumes in Mathematics and its Applications, vol 78. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8489-2_3

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  • DOI: https://doi.org/10.1007/978-1-4613-8489-2_3

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