Discrete Approximations in Optimal Control

The talk gives an overview of techniques for analyzing the convergenceof discrete approximations in optimal control problems. Some earlier work concerning Runge-Kutta discretizations is reviewed, and more
recent work concerning pseudospectral schemes will be presented.

William Hager is a Professor of Mathematics at the University of Florida and co-director of the Center for Applied Optimization. He received his BS degree from Harvey Mudd College in 1970, and his PhD degree in mathematics from the Massachusetts Institute of Technology in 1974. His research interests include numerical methods in optimal control, mathematical programming, numerical linear algebra, and applications. He has been managing editor of Computational Optimization and Applications since 1992. With Anthony Bloch, he co-chaired the 2001 SIAM Control Conference.