Error bounds for euler approximation of a state and control constrained optimal control problem 1 |
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| Authors: | A L Dontchev W W Hager K Malanowski |
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| Institution: | 1. Mathematical Reviews , Ann Arbor, MI, 48107 E-mail: ald@ams.org;2. Department of Mathematics , University of Florida , Gainesville, FL, 32611 E-mail: hager@math. ufl. edu ?http: //www.math. uf1. edu/~hager;3. Systems Research Institute, Polish Academy of Sciences , ul. Newelska 6, Warszawa, 01-447, Poland E-mail: kmalan@ibspan.waw.pi |
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| Abstract: | We examine convergence of the Euler approximation to a nonlinear optimal control problem subject to mixed state-control and pure state constraints. We prove that under smoothness, independence, controllability and coercivity conditions at a reference solution of the continuous problem, there exists a locally unique solution to the Euler approximation, for sufficiently fine discretization, which converges to the reference solution with rate proportional to the mesh size. |
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| Keywords: | Optimal control nonlinear systems state and control constraints Euler discretization rate of convergence |
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