Abstract
In this chapter we study the structure of approximate solutions of an autonomous discrete-time optimal control system with a compact metric space of states. These optimal control systems are discrete-time analogs of Bolza problems in the calculus of variations. They are described by a pair of objective functions which determines an optimality criterion. We consider two classes of Bolza problems and obtain for each of them the full description of approximate solutions of these problems on large intervals. This description shows that on large intervals the approximate solutions are determined mainly by our optimality criterion and are essentially independent of the choice of time intervals and data.
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References
Zaslavski AJ (2013) Nonconvex optimal control and variational problems. Springer optimization and its applications. Springer, New York
Zaslavski AJ (2015) Structure of approximate solutions of discrete time optimal control Bolza problems on large intervals. Nonlinear Anal 123/124:23–55
Zaslavski AJ (2015) Discrete time optimal control problems on large intervals. Adv Math Econ 19:91–135
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Zaslavski, A.J. (2017). Bolza Problems. In: Discrete-Time Optimal Control and Games on Large Intervals. Springer Optimization and Its Applications, vol 119. Springer, Cham. https://doi.org/10.1007/978-3-319-52932-5_3
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DOI: https://doi.org/10.1007/978-3-319-52932-5_3
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-52931-8
Online ISBN: 978-3-319-52932-5
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