Discrete approximation of relaxed optimal control problems

Chryssoverghi, I; Bacopoulos, A

dc.contributor.author	Chryssoverghi, I	en
dc.contributor.author	Bacopoulos, A	en
dc.date.accessioned	2014-03-01T01:07:51Z
dc.date.available	2014-03-01T01:07:51Z
dc.date.issued	1990	en
dc.identifier.issn	0022-3239	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/10208
dc.subject	approximation	en
dc.subject	discretization	en
dc.subject	nonconvexity	en
dc.subject	nonlinear systems	en
dc.subject	Optimal control	en
dc.subject	relaxed controls	en
dc.subject.classification	Operations Research & Management Science	en
dc.subject.classification	Mathematics, Applied	en
dc.subject.other	Mathematical Techniques--Approximation Theory	en
dc.subject.other	Discretization	en
dc.subject.other	Optimal Control	en
dc.subject.other	Control Systems, Optimal	en
dc.title	Discrete approximation of relaxed optimal control problems	en
heal.type	journalArticle	en
heal.identifier.primary	10.1007/BF00939558	en
heal.identifier.secondary	http://dx.doi.org/10.1007/BF00939558	en
heal.language	English	en
heal.publicationDate	1990	en
heal.abstract	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
heal.publisher	Kluwer Academic Publishers-Plenum Publishers	en
heal.journalName	Journal of Optimization Theory and Applications	en
dc.identifier.doi	10.1007/BF00939558	en
dc.identifier.isi	ISI:A1990DF75300001	en
dc.identifier.volume	65	en
dc.identifier.issue	3	en
dc.identifier.spage	395	en
dc.identifier.epage	407	en