Discrete approximation of relaxed optimal control problems |
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Authors: | I Chryssoverghi A Bacopoulos |
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Institution: | (1) Department of Mathematics, National Technical University, Athens, Greece |
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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. |
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Keywords: | Optimal control nonlinear systems discretization nonconvexity relaxed controls approximation |
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