Suboptimality theorems in optimal control

Publication date 15 December 1999

approximately optimal controls suboptimal controls

Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for problems in abstract spaces (49K27)

Review text

As the author points out, Ekeland's variational principle is a statement about suboptimal (close-to-optimal) solutions of a minimization problem, thus it can be used to derive necessary conditions for suboptimal solutions and continuous dependence properties with respect to optimal solutions. The type of results presented here are of obvious interest, since approximation methods for optimization problems produce in general only suboptimal solutions. For other approaches to this problem and additional references see \textit{T. Roubíček}'s book ``Relaxation in optimization theory and variational calculus (1997; Zbl 0880.49002) and pp. 595 and 768 of the reviewer's book ``Infinite dimensional optimization theory and optimal control theory (1999; Zbl 0931.49001). For the entire collection see [Zbl 0885.00052].

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