SIAM Journal on Control and Optimization, Vol.34, No.4, 1315-1328, 1996
An A-Priori Estimate for Discrete Approximations in Nonlinear Optimal-Control
We examine the convergence of an approximate discretization applied to the first-order optimality a conditions for a nonlinear optimal control problem with convex control constraints. Under an assumption of the coercivity type we prove the existence of an optimal control for the original problem such that its L(infinity) distance from the approximating sequence is proportional to the error. In a corollary we give conditions for Riemann integrability of the optimal control.
Keywords:DIFFERENTIAL-INCLUSIONS;OPTIMIZATION