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Discrete approximation of relaxed optimal control problems

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Discrete approximation of relaxed optimal control problems (EN)
Bacopoulos, A (EN)
Chryssoverghi, I (EN)
We consider a general nonlinear optimal control problem for systems governed by ordinary differential equations with terminal state constraints. No convexity assumptions are made. The problem, in its so-called relaxed form, is discretized and necessary conditions for discrete relaxed optimality are derived. We then prove that discrete optimality [resp., extremality] in the limit carries over to continuous optimality [resp., extremality]. Finally, we prove that limits of sequences of Gamkrelidze discrete relaxed controls can be approximated by classical controls. © 1990 Plenum Publishing Corporation. (EN)
journalArticle (EN)
nonlinear systems (EN)
Operations Research & Management Science (EN)
approximation (EN)
Discretization (EN)
Optimal control (EN)
relaxed controls (EN)
Control Systems, Optimal (EN)
Mathematical Techniques--Approximation Theory (EN)
Mathematics, Applied (EN)
nonconvexity (EN)
Optimal Control (EN)
discretization (EN)
National Technical University of Athens
Digital Library of National Technical University of Athens | Dspace@NTUA
Κεντρική Βιβλιοθήκη Ε.Μ.Π.
Ιδρυματικό Αποθετήριο
Δημοσιεύσεις μελών Δ.Ε.Π. σε περιοδικά
Journal of Optimization Theory and Applications (EN)
English
1990 (EN)
http://hdl.handle.net/123456789/10208
3 (EN)
10.1007/BF00939558 (EN)
ISI:A1990DF75300001 (EN)
0022-3239 (EN)
407 (EN)
65 (EN)
395 (EN)
Kluwer Academic Publishers-Plenum Publishers (EN)



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