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Bolza Problems

Alexander J. Zaslavski
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Alexander J. Zaslavski: The Technion – Israel Institute of Technology

Chapter 3 in Discrete-Time Optimal Control and Games on Large Intervals, 2017, pp 77-129 from Springer

Abstract: Abstract In this chapter we study the structure of approximate solutions of an autonomous discrete-time optimal control system with a compact metric space of states. These optimal control systems are discrete-time analogs of Bolza problems in the calculus of variations. They are described by a pair of objective functions which determines an optimality criterion. We consider two classes of Bolza problems and obtain for each of them the full description of approximate solutions of these problems on large intervals. This description shows that on large intervals the approximate solutions are determined mainly by our optimality criterion and are essentially independent of the choice of time intervals and data.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-319-52932-5_3

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DOI: 10.1007/978-3-319-52932-5_3

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