Consistency of Primal-Dual Approximations for Convex Optimal Control Problems

DOI10.1137/S0363012992240503zbMath0876.49026MaRDI QIDQ4858774

Stephen E. Wright

Publication date: 25 November 1997

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

zbMATH Keywords

dualityepi-convergencediscrete approximationEuler approximationvariational convergenceLagrangiansconvex optimal controlhypo-convergence

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods involving duality (49M29) Duality theory (optimization) (49N15) Discrete approximations in optimal control (49M25)

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