Discrete approximation of relaxed optimal control problems (Q1122774)

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.