Convergence of a Gauss Pseudospectral Method for Optimal Control
نویسندگان
چکیده
A convergence theory is presented for approximations of continuous-time optimal control problems based on a Gauss pseudospectral discretization. Under assumptions of coercivity and smoothness, the Gauss pseudospectral method has a local minimizer that converges exponentially fast in the sup-norm to a local minimizer of the continuous-time optimal control problem. The convergence theorem is presented and an example is given that illustrates the exponential convergence.
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