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Journals and Conferences
We analyze the Euler discretization to a class of linear-quadratic optimal control problems. First we show convergence of order h for the optimal values, where h is the mesh size. Under the additional assumption that the optimal control has bang-bang structure we show that the discrete and the continuous controls coincide except on a set of measure O( √ h).… (More)
A discrete stability theorem for set-valued Euler’s method with state constraints is proven. This theorem is combined with known stability results for differential inclusions with so-called smooth state constraints. As a consequence, order of convergence equal to 1 is proven for set-valued Euler’s method, applied to state-constrained differential inclusions.
Mit Hilfe allgemeiner Trennungssätze für konvexe Mengen werden notwendige Optimalitätskriterien und starke Dualitätssätze angegeben für lineare Optimierungsprobleme mit unendlich vielen Nebenbedingungen. By means of general separation theorems for convex sets necessary conditions for optimality and strong duality theorems are given for linear optimization… (More)