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• W2111504695 abstract "We propose a discrete approximation scheme to a class of Linear Quadratic Continuous Time Problems. It is shown, under positiveness of the matrix in the integral cost, that optimal solutions of the discrete problems provide a sequence of bounded variation functions which converges almost everywhere to the unique optimal solution. Furthermore, the method of discretization allows us to derive a number of interesting results based on finite dimensional optimization theory, namely, Karush-Kuhn-Tucker conditions of optimality and weak and strong duality. A number of examples are provided to illustrate the theory." @default.
• W2111504695 created "2016-06-24" @default.
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• W2111504695 date "2004-01-01" @default.
• W2111504695 modified "2023-10-16" @default.
• W2111504695 title "Discrete approximations for strict convex continuous time problems and duality" @default.
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• W2111504695 doi "https://doi.org/10.1590/s0101-82052004000100005" @default.
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