Convergence of discrete approximations to optimization problems of neutral functional–differential inclusions

摘要

This paper deals with the convergence of discrete approximations to the optimization problem (P) for a neutral functional–differential inclusion subject to general endpoint constraints. In the first part of the paper, discrete approximations to the neutral functional–differential inclusion are constructed using Euler finite difference methods and the convergence of discrete approximations is proved. In the second part of the paper, a family of discrete optimization problems (PN) to (P) is provided and the strong convergence of optimal solutions for (PN) to the optimal solution of (P) is discussed.