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arXiv · 1709.01167

The connection between discrete and continuous state constraints optimal control systems: the deterministic case

Shuzhen Yang
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Abstract

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and prove that this discrete state constraints optimal control problem is a near-optimal control problem of the original problem. Furthermore, we show that the optimal solution of the near-optimal control problem converges to the optimal solution of the original one. Finally, we use a linear quadratic optimal problem to verify the main results of this study.

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Shuzhen Yang. 2017-09-01. The connection between discrete and continuous state constraints optimal control systems: the deterministic case. https://arxiv.org/abs/1709.01167

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