Consistent Approximations of Constrained Optimal Control Problems

This book evolved over a period of years as the author taught classes in numerical analysis, optimization theory and optimal control to graduate students in mathematics and engineering. The material presented in this monograph is the result of author's work at the E.M.A. University of Greifswald and at the Technical University of Berlin. The book has likewise been influenced by my research programs that have relied on the application of the proximal-based numerical schemes and algorithms to constrained optimal control problems. The task of my project was to look closely at the possible consistent techniques of numerical analysis for constrained optimal control problems and the corresponding convergence analysis. The aim of this book is to provide some proximal-type regular computational methods for optimal control processes governed by ordinary differential equations.This book gives a self-contained and systematic exposition of the proximal-regularization methods to optimal control problems with general constraints. It can be used as a textbook for PhD students majoring in mathematical control theory and also serve as a reference for researchers in applied mathematics, control engineering and computational sciences.