Displaying similar documents to “On a certain type of discrete two-point boundary problem arising in discrete optimal control”

Approximate maximum principle for discrete approximations of optimal control systems with nonsmooth objectives and endpoint constraints

Boris S. Mordukhovich, Ilya Shvartsman (2013)

ESAIM: Control, Optimisation and Calculus of Variations

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The paper studies discrete/finite-difference approximations of optimal control problems governed by continuous-time dynamical systems with endpoint constraints. Finite-difference systems, considered as parametric control problems with the decreasing step of discretization, occupy an intermediate position between continuous-time and discrete-time (with fixed steps) control processes and play a significant role in both qualitative and numerical aspects of optimal control. In this paper...