Abstract
The approximation of continuous-time optimal control problems by sequences of finite-dimensional (discrete-time) optimization problems, arising from difference replacement of derivatives, is investigated. Necessary and sufficient condition for the convergence of discrete (finite difference)approximations with respect to a functional is obtained under minimal assumptions and estimates of convergence rate are found. The results obtained permit the justification of numerical methods for solving optimal control problems on a computer and the investigation of a number of interrelated qualitative aspects of the optimization of continuous and discrete control systems.
| Original language | English |
|---|---|
| Pages (from-to) | 452-461 |
| Number of pages | 10 |
| Journal | Journal of Applied Mathematics and Mechanics |
| Volume | 42 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1978 |
ASJC Scopus subject areas
- Modeling and Simulation
- Mechanics of Materials
- Mechanical Engineering
- Applied Mathematics