Convergent computational method for relaxed optimal control problems
type: Item
instance of: scholarly article
title: Convergent computational method for relaxed optimal control problems
zbMATH Open document ID: 0703.49028
DOI: 10.1007/BF00940690
published in: Journal of Optimization Theory and Applications
publication date: 1991-01-01T00:00:00Z
review text: A class of relaxed optimal control problems for ordinary differential equations with a state-space constraint is considered. The discretization by the control parametrization method, formerly proposed by \textit{K. L. Teo} and \textit{C. J. Goh} [ibid. 60, No.1, 117-133 (1989; Zbl 0632.49017); Automatica 24, 3-18 (1988; Zbl 0637.49017)], is modified by admitting a tolerance in the state constraint, which enables one to prove a conditional convergence under certain additional qualification on the dynamics. Also, a counterexample is constructed, showing that the original, nonmodified discretization need not approximate the continuous problem.
Mathematics Subject Classification ID: 49M20
Mathematics Subject Classification ID: 49M25
zbMATH DE Number: 4153314
zbMATH Keywords: relaxed optimal control
zbMATH Keywords: control parametrization method
zbMATH Keywords: state constraint
zbMATH Keywords: convergence
zbMATH Keywords: discretization
author: Tomáş Roubíçek
reviewed by: Tomáş Roubíçek
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4153314