Approximations with error estimates for optimal control problems for linear systems

被引：1
|
作者：
Veliov, VM
机构：
[1] Vienna Univ Technol, Inst Math Methods Econ, A-1040 Vienna, Austria
[2] Bulgarian Acad Sci, Inst Math & Informat, BU-1113 Sofia, Bulgaria
来源：
LARGE-SCALE SCIENTIFIC COMPUTING | 2006年 / 3743卷
关键词：
D O I：
10.1007/11666806_29
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
The paper presents a class of time-discretization schemes for terminal optimal control problems for linear systems. An error estimate is obtained for the optimal control and for the optimal performance, although the optimal control is typically discontinuous, and neither Lipschitz nor structurally stable with respect to perturbations.
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页码：263 / 270
页数：8
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