Approximation Schemes for Nonlinear Neutral Optimal Control systems.
BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS
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We discuss methods of approximating stable neutral functional differential equations and associated optimal control problems by sequences of optimal control problems for ordinary differential equations. By introducing a class of mollified neutral func. differential equations, convergence of the linear interpolating spline and the averaging approximation scheme is proved. A number of numerical examples is included. Author
- Theoretical Mathematics