CONVERGENCE ANALYSIS OF A COMPUTATIONAL METHOD FOR TIME-LAG OPTIMAL-CONTROL PROBLEMS

We consider a class of non-linear time-lag optimal control problems. The class of admissible controls are taken to be the class of piecewise smooth functions. A control parameterization technique is used to approximate the optimal control problem by a sequence of optimal parameter selection problems. The solution of each of these approximate problems gives rise to a sub-optimal solution to the true optimal control problem in an obvious way. The error bound is derived for the sub-optimal costs and the true optimal cost. © 1988, Copyright Taylor & Francis Group, LLC.