Epsilon 法による最適制御問題の数値解の誤差範囲

抄録

The eqsilon method which is proposed by A. V. Balaklishnan is convenient for solving numerically optimal control problems. However, since this method approximates the problems by functionals which are to be optimized, even the possible analytic solutions contain error (called theoretical error).
In this paper, the theoretical error bound is proved to be propotional to a value ε in the epsilon method. Moreover, since in general numerical solutions are given instead of analytic solutions, there arises numerical error, so the theorem is also shown which gives the total of theoretical and numerical error.