High Order Discrete Approximations to Mayer's Problems for Linear Systems

@article{Pitrus2018HighOD,
  title={High Order Discrete Approximations to Mayer's Problems for Linear Systems},
  author={Alain Pi{\'e}trus and Teresa Scarinci and Vladimir M. Veliov},
  journal={SIAM J. Control and Optimization},
  year={2018},
  volume={56},
  pages={102-119}
}
The paper presents a discretization scheme for Mayer’s type optimal control problems of linear systems. The scheme is based on second order Volterra-Fliess approximations, and on an augmentation of the control variable in a control set of higher dimension. Compared with the existing results, it has the advantage of providing a higher order accuracy without a substantial increase of computations. Error estimations (depending on the controllability index of the system at the solution) are proved… CONTINUE READING

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