How not to discretize the control
Numerical Analysis
2016-03-24 v1 Optimization and Control
Abstract
In this short note, we address the discretization of optimal control problems with higher order polynomials. We develop a necessary and sufficient condition to ensure that weak limits of discrete feasible controls are feasible for the original problem. We show by means of a simple counterexample that a naive discretization by higher order polynomials can lead to non-feasible limits of sequences of discrete solutions.
Cite
@article{arxiv.1603.07099,
title = {How not to discretize the control},
author = {Daniel Wachsmuth and Gerd Wachsmuth},
journal= {arXiv preprint arXiv:1603.07099},
year = {2016}
}