Convergent computational method for relaxed optimal control problems
A class of relaxed optimal control problems for ordinary differential equations with a state-space constraint is considered. The discretization by the control parametrization method, formerly proposed by \textit{K. L. Teo} and \textit{C. J. Goh} [ibid. 60, No.1, 117-133 (1989; Zbl 0632.49017); Automatica 24, 3-18 (1988; Zbl 0637.49017)], is modified by admitting a tolerance in the state constraint, which enables one to prove a conditional convergence under certain additional qualification on the dynamics. Also, a counterexample is constructed, showing that the original, nonmodified discretization need not approximate the continuous problem.
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