Convergence of Minima of Integral Functionals, with Applications to Optimal Control and Stochastic Optimization

Lucchetti R & Wets RJ-B (1990). Convergence of Minima of Integral Functionals, with Applications to Optimal Control and Stochastic Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-90-081

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Abstract

Epi-convergence of integral functionals is derived under new conditions that can be used in the infinite dimensional case. Applications include: the convergence of the solutions of approximating optimal control problems and of stochastic optimization problems.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:00
Last Modified: 04 Nov 2016 08:46
URI: http://pure.iiasa.ac.at/3374

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