Computational Methods in Optimal Control Yogendra Yadav As Bowman shows

As Bowman shows

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Computational Methods in Optimal Control Yogendra Yadav As Bowman showsUsing material from many different sources in a systematic and unified way, this self contained book provides both rigorous mathematical theory and practical numerical insights while developing a framework for determining the convergence rate of discrete approximations to optimal control problems. Elements of the framework include the reference point, the truncation error, and a stability theory for the linearized first order optimality conditions.