The optimality principle for discrete and first order partial differential inclusions (Q2484179): Difference between revisions

The authors use difference approximations of derivatives and grid functions on a uniform grid to approximate the problem with differential inclusions and to derive a necessary and sufficient condition for optimality for the discrete approximation problem. The latter is possible by passing to necessary conditions for an extremum of a discrete inclusion. Apparently, such difference problems, in addition to being of independent interest, can play an important role also in computational procedures. They also consider an optimal control problem described by the first-order differential equation with distributed parameters.