Piecewise linear approximation for hereditary control problems

Abstract

This paper presents finite-dimensional approximations for linear retarded functional differential equations by use of discontinuous piecewise linear functions. The approximation scheme is applied to optimal control problems, when a quadratic cost integral must be minimized subject to the controlled retarded system. It is shown that the approximate optimal feedback operators converge to the true ones both in the case where the cost integral ranges over a finite time interval, as well as in the case where it ranges over an infinite time interval. The arguments in the last case rely on the fact that the piecewise linear approximations to stable systems are stable in a uniform sense.