Azhmyakov, Vadim A numerically stable method for convex optimal control problems. (English) Zbl 1052.49030 J. Nonlinear Convex Anal. 5, No. 1, 1-18 (2004). The author considers an optimal control problem for an ordinary differential equation with linear dynamics, and a convex cost function. He introduces then a piecewise constant discretization of the control, that he suggests to solve by a proximal point algorithm. He provides some limited numerical results. Reviewer: Joseph Frédéric Bonnans (Le Chesnay) Cited in 2 Documents MSC: 49M25 Discrete approximations in optimal control 49J15 Existence theories for optimal control problems involving ordinary differential equations 90C48 Programming in abstract spaces Keywords:optimal control; ordinary differential equations; convex optimization; discretization; approximation PDF BibTeX XML Cite \textit{V. Azhmyakov}, J. Nonlinear Convex Anal. 5, No. 1, 1--18 (2004; Zbl 1052.49030) OpenURL