Convergence of Pseudospectral Methods for Constrained Nonlinear Optimal Control Problems

Q. Gong, I.M. Ross, W. Kang, and F. Fahroo (USA)


constrained nonlinear optimal control, pseudospectralmethods, convergence


In recent years, a large number of practical, nonlinear op timal control problems have been solved by pseudospec tral methods. In an effort to better understand this new approach to solving control problems, we present conver gence results for the discrete pseudospectral approxima tions of optimal control problems with mixed state and con trol constraints. A set of sufficient conditions are identified under which the solution of the discretized optimal control problem converges to the continuous solution at a spectral rate.

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