Consistent Approximations to Impulsive Optimal Control Problem

Abstract

Abstract. We study impulsive optimal control problem and apply a theory called consistent approximations which was introduced in [1,2]. From an infinite dimension problem (P ), we can build a sequence of discrete problems (P N ) with finite dimension. We show that these discrete problems epi-converge to (P ) which ensures that all sequence of global or local minimum of (P N ) that converge, will converge to a global or local minimum of (P ), respectively.