Optimal control with a functional averaged along the trajectory (Q1819722): Difference between revisions

Consider a control problem in which the differential equation relating the state and control functions, as well as the integrand in the performance criterion, are not explicitely time-dependent. A set of infinite optimal trajectories (IOT) is defined. It is shown that in an arbitrary fixed-time interval any optimal trajectory can be uniformly approximated to some IOT with a desired accuracy, provided that the control time is fairly large.