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Publication
Journal of Optimization Theory and Applications
Paper
An explicit procedure for discretizing continuous, optimal control problems
Abstract
An explicit procedure for obtaining discrete approximations to general, nonlinear, fixed-time, continuous, optimal control problems with no intermediate trajectory constraints is presented. It is proved that, if the associated system of differential equations is linear in the control variable, then the optimal solutions of these approximations converge to extremals of the original continuous problem. © 1971 Plenum Publishing Corporation.