Discrete approximation of relaxed optimal control problems

DOI10.1007/BF00939558MaRDI QIDQ1122774zbMATH OpenFDO

Authors S. H. Smith

Publication date 1990

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00939558

zbMATH Keywords

discrete optimalityGamkrelidze discrete relaxed controlsnonlinear optimal controlrelaxed formterminal state constraints

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical methods in optimal control (49M99)

Review text

We consider a general nonlinear optimal control problem for systems governed by ordinary differential equations with terminal state constraints. No convexity assumptions are made. The problem, in its so- called relaxed form, is discretized and necessary conditions for discrete relaxed optimality are derived. We then prove that discrete optimality [resp., extremality] in the limit carries over to continuous optimality [resp., extremality]. Finally, we prove that limits of sequences of Gamkrelidze discrete relaxed controls can be approximated by classical controls.

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Cites work

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• Generalized curves
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Cited in

(19)

• Discretization of nonlinear elliptic optimal control problems
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• Mixed Frank-Wolfe penalty method with applications to nonconvex optimal control problems
• A relaxation approach to optimal control of Volterra integral equations
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• Discretization methods for optimal control problems with state constraints
• A discrete meta-control procedure for approximating solutions to binary programs
• A zero-sum electromagnetic evader–interrogator differential game with uncertainty
• Classical and relaxed progressively refining discretization-optimization methods for optimal control problems defined by ordinary differential equations
• scientific article; zbMATH DE number 1805984 (Why is no real title available?)
• Discrete approximations to optimal trajectories using direct transcription and nonlinear programming
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• Optimal Control on Disconnected Sets Using Extreme Point Relaxations and Normality Approximations
• Some results in time optimal tracing control problem of non-autonomous relaxed system with nonlinear control variables
• Discretization Methods for Nonconvex Optimal Control Problems with State Constraints
• scientific article; zbMATH DE number 2233454 (Why is no real title available?)
• Convergent computational method for relaxed optimal control problems

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