Difference Approximations to Control Problems with Functional Arguments

DOI10.1137/0316029MaRDI QIDQ4176067zbMATH OpenOpenAlexFDO

Authors Frank H. Mathis, George W. Reddien

Publication date 1978

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0316029

zbMATH Keywords

Control ProblemDifference ApproximationFunctional ArgumentsMidpoint Difference MethodTime Delay

Mathematics Subject Classification ID

Control problems for functional-differential equations (34K35) Discrete approximations in optimal control (49M25) Numerical optimization and variational techniques (65K10)

Cited in

(2)

• Numerical solution of hereditary control problems using necessary conditions
• American put options with a finite set of exercisable time epochs

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