Frank Lempio

Learn More
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.
  • 1