English

Convergence in nonlinear optimal sampled-data control problems

Optimization and Control 2023-02-07 v1

Abstract

Consider, on the one part, a general nonlinear finite-dimensional optimal control problem and assume that it has a unique solution whose state is denoted by xx^*. On the other part, consider the sampled-data control version of it. Under appropriate assumptions, we prove that the optimal state of the sampled-data problem converges uniformly to xx^* as the norm of the corresponding partition tends to zero. Moreover, applying the Pontryagin maximum principle to both problems, we prove that, if xx^* has a unique weak extremal lift with a costate pp that is normal, then the costate of the sampled-data problem converges uniformly to pp. In other words, under a nondegeneracy assumption, control sampling commutes, at the limit of small partitions, with the application of the Pontryagin maximum principle.

Keywords

Cite

@article{arxiv.2302.02965,
  title  = {Convergence in nonlinear optimal sampled-data control problems},
  author = {Loïc Bourdin and Emmanuel Trélat},
  journal= {arXiv preprint arXiv:2302.02965},
  year   = {2023}
}
R2 v1 2026-06-28T08:33:17.733Z