Title :
Discrete approximations of nonconvex differential inclusions
Author :
Mordukhovich, Boris S.
Author_Institution :
Dept. of Math., Wayne State Univ., Detroit, MI, USA
Abstract :
The author studies discrete approximations of a dynamic optimisation problem for differential inclusions-Bolza functional minimisation. The primary goal is to develop a finite difference method for the Bolza problem and construct a discrete approximation to the problem ensuring strong convergence of the optimal solutions
Keywords :
approximation theory; convergence of numerical methods; finite difference methods; functional equations; minimisation; Bolza functional minimisation; discrete approximations; dynamic optimisation; finite difference method; nonconvex differential inclusions; strong convergence; Constraint optimization; Control system synthesis; Control systems; Convergence; Finite difference methods; Mathematics; Open loop systems; Optimal control; Piecewise linear approximation; Stability;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.410939
