Epi-convergent discretization of the generalized Bolza problem in dynamic optimization

نویسندگان

  • Boris S. Mordukhovich
  • Teemu Pennanen
چکیده

The paper is devoted to well-posed discrete approximations of the so-called generalized Bolza problem of minimizing variational functionals defined via extended-real-valued functions. This problem covers more conventional Bolza-type problems in the calculus of variations and optimal control of differential inclusions as well of parameterized differential equations. Our main goal is find efficient conditions ensuring an appropriate epi-convergence of discrete approximations, which plays a significant role in both the qualitative theory and numerical algorithms of optimization and optimal control. The paper seems to be the first attempt to study epi-convergent discretizations of the generalized Bolza problem; it establishes several rather general results in this direction.

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عنوان ژورنال:
  • Optimization Letters

دوره 1  شماره 

صفحات  -

تاریخ انتشار 2007