ON THE CONVERGENCE OF A NUMERICAL METHOD FOR OPTIMAL CONTROL PROBLEMS.

Abstract

A recent method for the numerical solution of certain types of optimal control problems consists in discretizing the problem, that is, in replacing differential equations by difference equations and integral functionals of continuous functions by functions of finitely many variables; the solution of the resulting mathematical programming problem is taken as an approximate solution for the control problem. In this paper we prove, under intuitively reasonable assumptions, the convergence of this process as the discretization size tends to zero. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1968
Accession Number
AD0675792

Entities

People

  • James W. Daniel

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Computer Programming
  • Convergence
  • Difference Equations
  • Differential Equations
  • Equations
  • Integrals
  • Mathematical Analysis
  • Mathematical Programming
  • Mathematics

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)