Accession Number : AD0675792

Title :   ON THE CONVERGENCE OF A NUMERICAL METHOD FOR OPTIMAL CONTROL PROBLEMS.

Descriptive Note : Technical rept.,

Corporate Author : WISCONSIN UNIV MADISON DEPT OF COMPUTER SCIENCES

Personal Author(s) : Daniel,James W.

Report Date : SEP 1968

Pagination or Media Count : 17

Abstract : A recent method for the numerical solution of certain types of optimal control problems consists in discretizing the problem, that is, in replacing differential equations by difference equations and integral functionals of continuous functions by functions of finitely many variables; the solution of the resulting mathematical programming problem is taken as an approximate solution for the control problem. In this paper we prove, under intuitively reasonable assumptions, the convergence of this process as the discretization size tends to zero. (Author)

Descriptors :   (*CONTROL SYSTEMS, NUMERICAL ANALYSIS), FUNCTIONAL ANALYSIS, HILBERT SPACE, MAPPING(TRANSFORMATIONS), MATHEMATICAL PROGRAMMING, APPROXIMATION(MATHEMATICS), OPTIMIZATION, CONVERGENCE, THEOREMS

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE